By Entering each Shrine, one character will be allowed to donate money and get a Stat increase in return. You cannot increase a Stat past the character's racial maximum, so don't try. The Shrine of Dexterity is in the southeastern part of Ambrosia. There are two ways to reach it, but the simplest is to the follow the southernmost wooded path east from the entrance, then around back south and west. You'll find a Pirate ship you can take which can the be sailed slightly west to more woods, within which you'll find the shrine.