So this is what Yunan or something mean. when you go there you can't return anymore.

That doesn't seem to be what he meant, because if I recall he was talking strictly about the Fanalis. Muu went there, remember? Yet he returned.
It was a while back in the manga but if I recall it was more of a "you wouldn't want to return" sort of thing. We learned the Fanalis were actually descendants of a race from Alma Torran, the Red Lions, and they returned to their natural form if they went to that side of the rift. Since it felt like where they belonged they wouldn't *want* to return. It was something like that, if I remember right. :'v

So this place is possibly different from what Yunan was talking about.