Darkness is ALWAYS the fifth chapter of your adventure and certainly the hardest by far. You'll enter a world of perpetual night. When you arrive, there will be several Camp Fires lit that will keep you from dying immediately in the dark. From there, the only light you'll get from the environment is from Fireflies and the Maxwell's Lights (torches) that turn on and off as you pass by. Otherwise, you'll need to provide your own light.
What this means is that your Sanity will continuously drop due to the darkness and you'll have to maintain your own light lest you die from the Grue. The land itself is a set of Biomes completely independent of each other aside from bridges leading in a single direction. Each Biomes will have a thing so you'll want to make sure you get each piece before moving on. Biomes can appear multiple times so just because you've seen it once doesn't mean it won't appear again.
Without a doubt, when entering the fifth chapter, you'll want to take a stack of gold and a stack of Jerky or Honey. Near where you start, you'll find Grass, Logs and a Schematic for Miner Hats. Miner Hats are going to really help you out because of the longer range of the light and the fact that you don't have to carry a torch which allows you to use the Divining Rod or weapons more often.
If you can find Blue Mushrooms then you are going to want to take them to restore Sanity (when cooked). In addition to the constant night, you may have to resort to Monster Meat for food which will also lower your sanity. Hopefully you brought a nice large stack of long lasting food with you so it's not a major concern. You should try to keep moving and only stop long enough to cook things because it is always night here so there's no benefit to waiting.
Because of the general lack of safety and resources coupled with the constantly draining Sanity and light, this world is a little bit of a race against time. You're going to want to get through this as quickly as possible but remember to still take care because this place is dangerous. Once you get out of this world, you'll reach the Epilogue: Checkmate which is safe.