This phrase first comes to Winston in a dream, when he imagines that this is where O’Brien wants to meet him. Heavy foreshadowing here, because he does indeed get here eventually – at the Ministry of Love, where the lights never go out. This symbolizes Winston’s ultimate, doomed fate. It’s also more of Oceania’s ironic use of language. The place of NO darkness is metaphorically the darkest and gloomiest location. Unless you think rats and torture are all sunshiny and happy.