The Gloom is the dark blue fog that surrounds your land and prevents you from expanding your area. You can remove the Gloom from lands by having a high enough nobility and enough materials. By doing so you are expanding your kingdom. Check the map for what's where.
For more information go to Beasties. The beasties are creatures of the Gloom who will try to attack you. There are four types of beasties, banish them takes energy in an amount which is depending on the beastie type. The types are:
Source Of The Gloom
The source of the Gloom is unknown and mysterious. One of the targets of the game is to find out what is the source of the Gloom. You can do so by clearing areas from the Gloom, completing storyline missions and getting to high levels (both experience and nobility). Good luck!