Echo Deep Mine is a location near Riften. Initially, Jalamar will point the Dragonborn to it during the quest An Ancient Gate, to find out about the mercenaries that went in there. This is the only way to access Falskaar for the first time. The location is inhabited by bandits.
The Dwemer ruin Mzubthand is in the mine's depths. Inside, the bodies of a group of unlucky adventurers that died when the automatons within awakened to protect the portal there lay scattered about.