The Doldrums is a place within the Lands Beyond, and one of the first places Milo visits. When he first arrives, her meets the Lethargarians, a group of colorless folks who don't do anything, and have a strict schedule for it. People who don't think and/or don't pay attention often get stuck there. It is a cloudy place in the countryside which has hardly any trees or flowers. The grass is not very brightly colored. There is no wind and the birds sing only boring songs. Nothing ever changes. To get out of the Doldrums, one must think. To be more specific, we call it daydreaming.
The Lethargians' condition is a lot like Milo's, who drove through the tollbooth in an attempt to get away from his own boredom. In fact, Milo's had spent some time in the Doldrums before even getting to the Lands Beyond.
In the film, it is a disgusting-looking place where the ground and several rocky spires are covered in greenish-yellow slime and the Lethargarians are its only inhabitants.
In the film, the slime proves to be a challenge for Milo's car as the sticky slime prevents it from proceeding any further. The Lethargarians also seem to have control over the slime in the Doldrums as during the song "Don't Say There's Nothing to Do in the Doldrums", as the slime swarms over Milo's Car, one Lethargarian was seen waving and beckoning the slime onwards to the car.
Norton Juster explains that the similarity between how Milo feels at the beginning of the book and the way other characters act in the Doldrums is deliberate (intentional). They're supposed to seem like the same thing. Milo's world at home "was, of course, the doldrums – his own special version of them". In the Lands Beyond, though, Milo has some help: the watchdog Tock bounds in and gets Milo out of there right away. And so, Milo leaves the Doldrums behind for good.