For those who are wondering, the cage is at the map after the hud. As you see in the video, it is easy to notice it while walking on the beach, so just finding the cage should not be that difficult to do.

It is good to have some HP to spear when you have done the jump, so you do not risk losing it while trying to get back to the beach after reaching it. If you die, you will start over at your last checkpoint and that will remove the progress. Try therefore to have 2 hearts left when you reach the cage, so you can just jump in to the water and come back to the beach with one heart.