It's tough to discuss dark pools for a couple reasons. First, they have a sinister name. Second, they're generally run by giant financial firms, who nobody likes right now. Third, they're a fuzzy concept. In reverse order:

A dark pool is really just a private exchange, or really just what you'd call anything that functioned in any way like a private exchange. They're a tool, deployed to solve problems for (primarily) large investors. When you start talking about market structure and facilities, it can get pretty weird to talk about "intentions". Major exchanges are also routinely used for shady transactions!

The best-known purpose (or "intention") of a dark pool is to allow huge buy-side institutional investor to move large blocks of securities. If you don't spend much time reading about market microstructure, you're probably unaware that this is one of the fundamental problems in trading.† Market "physics" dictate that there is no instantaneous price available for the sale of a large block of securities. A huge order will gobble up many orders off the order book, and, as it executes over time, it moves prices --- the intent of a large investor to dump a lot of securities on the market is extremely relevant to everyone else in the market, and to the correct price of that security.

The best known dark pools tend to be owned by giant investment banks and similar firms. This should be unsurprising, because one of the key services those firms offer their clients is "efficiently shopping or buying large blocks of securities". To deliver that service on open exchanges, they have to compete with other firms that are aggressively trying to detect big moves and profit from quickly making prices reflect those moves, often while the move is happening. The participants in a dark pool are cooperating to "more efficiently" move large blocks in private without impacting prices (as much) while the move is happening.††

(Dark pools also end up executing some retail order flow as well; as "private exchanges", they're also a useful service for their operators to be able to sell to retail brokerages. They take on the task of trying to ensure orders are executed quickly, and their other trading clients get exposure to retail order flow, which is demographically likely to be uninformed and profitable to trade against.)

Finally: the name. It sounds Death Star-ish. But really it's just a comparison to normal "lit" exchanges, where order books are visible to participants. "Lit" and "dark".

It might seem like lack of transparency and visibility into prices could be a license for all sorts of shady stuff. And some shady stuff happens (apparently most of which has to do with the promises made to dark pool clients when they agree to execute orders there). But most of the "shenanigans" that drive concerns about HFT require order visibility (I like to suggest that they are direct consequences of the CAP theorem, applied to electronic markets).

† Bafflingly, a huge and apparently valid complaint about _Flash Boys_ is that Lewis --- a former bond salesman --- doesn't seem to understand this fact.

†† I suspect we'll find that when we start ascribing motives and intentions and morality to market activities, we'll quickly find out that this stuff is all murky, and that almost any activity can be "shady" or "virtuous" viewed through the right lens. For instance: some dark pool controversy involves big pools persuading big investors to execute trades on their pools, whereupon they're "victimized" by HFTs and other aggressive traders. Through the lens of "promises should be kept" and "truth in advertising", this is bad. But through the lens of "giant financial firms probably shouldn't have a special sneaky execution lane for dumping a zillion shares on the market without alerting other investors that they are moving the market", things look a bit different.