Risk of Rain Returns: How to Unlock Bandit’s Strange Prism

To enter, you’ll have to go into Settings

Next, head to the CONTROLS tab. (Upper part of the screen)
You will see the needed button Play Tutorial

Press on the “Play Tutorial” option, then “YES”, and…

…you’ll spawn in the middle of the arena.

Just go left, hold your “down” button (to climb down).
To clarify, it is right here:

Then, head to the right part of the arena (to be exact, underneath it). Just follow the lead:

Grab the Strange Prism now!

Some screenshots of what it looks like in-game: