The Dark Forest is a location that you can Take a Walk at in order to trigger Specials encounters and events. You can Take a Walk to the regular Forest, get lost and be saved by a group of bandits for 1000gp or you can decline and become lost. Going left will send you home. Going right will cause you to fall into an Underwater Stream which will lead to Paradise Island.
It is also avaliable during Aeris training if you take the 'Holy Queen Faerie' or the 'Dark Queen Faerie' Ending Path. There, you or your Assistant with Aeris will meet the Queen Faerie. This location will disappear after the Events that follow the meeting with the Queen.