Tough to define really. I think it's a combination of tone, setting, and outcome. Not much separates walt disney and the grimm fairytales. My go to dark fantasy is the Embers of Illeniel series, which is a prequel to the Mageborn series. Mageborn is a solid fantasy series with a focus on exploring the magic of the setting. Embers is far more brutal. It still has the magic exploration aspect, but it's dominated by a bleak situation for humanity and explores exceptionally dark ideas in respect to genocide, oppression, sexual assault, and the willingness to use power.