As you play through Ghost of Tsushima you will eventually find foxes cavorting around the game world. They can often be found near roads and will be easy enough to spot sometimes due to the glowing effect that can come from a nearby tree. If you are close enough to one, it will also show up on your minimap, marked as a Fox Den.
When you see the fox, jump down off your horse and begin to follow it. They can walk a pretty meandering route, but will eventually lead you to an Inari Shrine. These Shrines can be tough to reach and may involve some awkward jumps or climbing to get to them. When you reach the Shrine, you can interact with it, and you will receive additional Charm slots or even powerful Charms that you can equip in those slots.
Charms come in four different types and will help your defense, stealth, utility, and offensive capabilities. Charms are split into two categories, Major and Minor, which dictates how much of an effect they have. They can provide you benefits like healing while out of combat, inflicting poison damage on enemies through the use of traps, and instantly restoring health if you take specific combat actions or use certain items. Some will even completely nullifying incoming damage if you get lucky.
Inari Shrines will also become Fast Travel spots after they have been unlocked, allowing you to get around the map much faster.