It's a combination of mood and setting. The mood should be serious and the world should be harsh. Grimdark fantasy is kind of a subcategory where the world is completely hopeless as opposed to just being a bit harsh.

The most famous dark fantasy (or depending on who you ask grimdark) series that I can think of is The Witcher. You probably know a bit about about it but there really are no proper good guys. Just Geralt who at least cares enough to try sometimes

Another pretty well known (but kinda controversial) one is Goblin Slayer. This one has some... interesting ideas about goblins. It does do a decent job of making them a credible threat though and you can understand why the goblin slayer wants to make them extinct. An interesting thing about this one is that the characters don't have actual names. This makes them feel disposable to some extent and adds to the general feel of it

From an ideological perspective, think of it as a rejection of the uplifting and hope-filled narratives of high fantasy such as JRR Tolkien's work, where characters like the hobbits exhibit the best humanity has to offer in bravery and fortitude and love. Even the darkest aspects of the mythos of middle-earth is filled with instances of redemption and the light standing against the darkness.

The best definition I've heard of Grimdark, which has a certain overlap with dark fantasy, is that morally good decisions lead to bad outcomes. Not every good decision leads to a bad outcome and not every bad outcome is due to a good decision. But as a rule of thumb, doing the right thing is a bad thing.