The actual significance of this statement is not found out until the third book. However, once can make several speculations regarding O'Brien saying this to Winston in his dream. Winston, from the very beginning of the novel, has an idea in his head that O'Brien is a sympathizer with the "Brotherhood", an underground group, led by Goldstein, whose purpose is to overthrow Big Brother. Winston, because of this belief, feels some sort of connection to O'Brien. I see two viable explanations that Winston's character might be grappling with. First, the place where there is no darkness could refer to a time when the "darkness" of the Big Brother regime has passed and life can go back to the way it was before the revolution that occurred after World War II. Another possible explanation (a much less optimistic and dark one) could be referring to them meeting in heaven once they are dead. The "real" explanation, however, is a surprise revealed toward the end of the novel. I think, however, that the saying is a source of inspiration to Winston, at least, initially. It’s a promise of the end of Big Brother one way or the other in Winston’s eyes.
I think very much 'the place where there is no darkness' is a place Winston dreams and thinks of very often, he loves O'Brien very much and is eager to meat him there, I also do not think at first he's thinking about 'The Ministry of Love', though he knows very well that there always in its insides the lights are never out, though I think he might think about it as indeed some kind of heaven, where he can meat O'Brien, and speak freely to him!