The Strange Curio is an item that you can find in Remnant: From the Ashes. When you are exploring Yaesha, you will come across the Stuck Merchant. If you examine the back of their cart, you will find the Strange Curio.
The Strange Curio is used to open a dungeon that you can also find on the Yaesha map Inside you will find the Radiant Visage, the helmet from the Radiant armor set. There are some pretty important things that you should know before you do that, however.
If you want to get the full Radiant Set, you should purchase the Radiant Greaves and the Radiant Protector from the Stuck Merchant before you use the Strange Curio. In fact, you should buy anything you need or want from the Stuck Merchant before using it.
When you use the Strange Curio to open up the dungeon door, you will see a room filled with odd purple crystals, a statue, and some items. When you go in to collect the items, a creature called the Root Horror will spawn, and if you do not win the fight, it will kill you and then move to where the Stuck Merchant is, killing her as well. This means you will no longer be able to get any of the items that she was selling.
To find the dungeon that the Strange Curio will open, all you need to do is search around the Yaesha level. Remnant: From The Ashes campaigns are always randomized, so we have no way of knowing where this particular dungeon might be in your game.
The dungeon you are looking for will start with a large and ornate door with a gap in the middle, and when you interact with it you will be able to pick what item you want to place there. Choosing the Strange Curio will open the door, but as we said, make sure you have everything you want from the Stuck Merchant before you do that.