they are afraid of a character they callBoo Radley.  He is described as a very dark and scary character.

Shoulder up, I reeled around to face Boo Radley and his bloody fangs… (ch 5)

The darkness is sometimes literal.  After all, there is a quite a bit of going around after dark in the book.  Jem sneaks out to get his pants, the children sneak out to the jail to see Atticus, and Jem and Scout are attacked on their way home. 

The description of night as Jem goes to retrieve his pants from the Radley place is full of literal and figurative darkness.

The night-crawlers had retired, but ripe chinaberries drummed on the roof when the wind stirred, and the darkness was desolate with the barking of distant dogs. (ch 6)

There is also an undertone of darkness throughout.  Consider the dark descriptions of structures associated with prejudice: the Radley House, the jail, and the courthouse.  All are structures that are somewhat out of place and full of contradictions.

Greek revival columns clashed with a big nineteenth-century clock tower housing a rusty unreliable instrument, a view indicating a people determined to preserve every physical scrap of the past. (ch 16)

The jail, which is described as gothic, is another structure that is physically dark but is presented first in the dark, when the children go to visit Atticus as he tries to stop the lynch mob. 

The darkness is of course figurative as well.  The entire town is overshadowed with the darkness of racism and prejudice.  In a way, the story is about Maycomb's fight with the darkness within itself.