Hey there! "Dark" is a pretty broad ask, and since you didn't specify a genre I'm gonna kinda go all over the place here with my suggestions.
Darkest Dungeon
This is a gothic roguelike that's pretty stinking hard. It plays a lot on the psychological stresses of dungeon-delving and has a dark, gritty art style that really lends itself nicely to its theme. It will most certainly challenge you, and I definitely suggest not getting too attached to any of your heroes... 
The Witcher 3: Wild Hunt
I am a fan of dark fantasy, and this one fits the bill there. I haven't played the other Witcher games and started right with this one, and other than a smattering of references and backstories here and there, I haven't missed out on any content. Of course, you can always start with the first game and move on from there - thematically, all of them definitely fit grim and dark.
Dark Souls III
Do you like challenging games that destroy you over and over again until you rise from the ashes...only to be destroyed over and over again? Any of the Dark Souls games will fit the bill there. They're a tough play for someone who doesn't typically delve into the genre (like me), but they are stunning to look at and fun once you get the hang of boss patterns and enemy movements. Just be prepared to have to respawn. Like, a lot.
Song of Horror
If you like to be freaked out, this game is a good way to do that. I don't play horror games as a general rule but have many friends who do, and they said this one was dark, terrifying, and fun as hell to play. The game is in 3rd person fixed camera mode and is a survival horror adventure where you are trying to elude a mysterious entity called The Presence. I think what makes this game especially scary is that you can't really fight it, you just have to hide and live. The AI also adapts to your actions and decisions, so...good luck!
There are quite a lot more potential suggestions, but these will get you started. I wish you the best in getting out of your 'bad mood' funk and hope you are able to enjoy some time playing games and taking care of yourself!
