The Great Darkness

[Neithan]

Gandalf could be comparing the metaphorical darkness of Sauron's reign to the metephorical darkness of Morgoth's reign. However, it is not unlikely that Sauron would try to darken the world (probably with clouds) to make it more like his own lands and better for his servants.

Morgoth only had to tip over those lanterns to make Middle Earth dark. After that Valinor had light but ME did not. Eventually, with the help of Ungoliant, he destroyed the two trees and darkened Valinor. It was at this time that the sun and moon were created to light all the world. I doubt even Morgoth would be able to destroy the sun (in fact, didn't he try once?), let alone Sauron.