Heka Chests are a great way to get good loot in Assassin's Creed: Origins, with a good chance of giving the player a Legendary Wepon when they open it. It an also contain any of the Helix items (microtransactions) including the weapons with a unique look, the costumes, or even the mounts!
There are currently only two ways to get Heka Chests in Assasin's Creed: Origins:
1) Do the Daily Mission from Reda.This begins by looking for the Camel icon on the map, and you can begin your Daily Mission by going there and talking with Reda. He will send you on a quest somewhere, and you will be awarded with a Heka Chest when you complete his mission.
You can only do one one Reda's missions per day, and there is a daily reset every day, with the exact time depending on the time zone you live in.
2) Buy more from Reda. In addition to giving them away from his daily missions, Reda also sells addition Heka Chests to the player for 3,000 Drachmas each.
Once you are max level in Assassin's Creed: Origins, you pretty much want to chose if you want to spend your money on these chests or on getting extra EXP to get ability points, since there isn't a lot to with with your money anyway.