There are, I think, two things for you to be aware of:
- Creating an Introduction to your essay, with thesis statement on the topic of darkness; and
- Good examples of the use of darkness as a theme throughout the play.
Enotes has great tips on creating all kinds of essays and creating a good Introduction. I've linked that page below, but here are a few of the important things to consider as you create your Introduction:
- You should collect your supporting examples on darkness from the play before you begin writing (I'll give you some suggestions on places to look below.).
- Once you have done your research, compose your thesis statement (I'll give you an example below.).
- Think of a creative way to kick off your essay -- A quote or a question related to your topic of darkness would both be good beginnings.
As for examples, look at all the scenes that are clearly set at night -- Act I, scenes iv and v; Act II, scenes i and ii; and Act V, scene iii. You should also look at scenes in which night is a topic -- Act III, scene ii (in which Juliet calls upon "night") and Act III, scene v (in which Romeo and Juliet argue about whether day has yet broken or not). You will also find many references to "darkness" in the play.
Once you have found examples relating to your topic, you must narrow down how you would like to consider darkness as it is used in the play for your essay. Do you want to relate (as you suggest above) darkness as a metaphor for depression or secrecy? If you decide that you'll examine how darkness operates in this way, you might create a thesis such as this:
In Romeo and Juliet, Shakespeare often alludes to the image of darkness, relating it, through characters, time of day, and scene structures, to depression and secrecy.
PLEASE NOTE: This is not a thesis statement you should use. Rather, you should use it as a model for creating your own, based upon the supporting evidence you gather and the specific point you would like to make.
For more on creating an Introduction (and thesis statement) and darkness in the play, please follow the links below.