Why did Hashem bring darkness?
Rashi (Shmuel II, 22:12): This was for a Sukah (cover and protection) - "the cloud and the darkness separated between [the camp of] Egypt and Yisrael" (Shemos 14:20).
Radak #1: This hints to afflictions.
Radak #2: It is so Hashem, who brings decrees on them, will not be seen; He is hidden from them. 1
In any case Hashem is not physical, and cannot be seen! Presumably, he means that the light that emanates from Him should not be seen. (PF)
What is "Cheshchas Mayim Avei Shechakim"?
Rashi: It is darkness due to clouds in Sechakim 1 .
Malbim: Hashem sent clouds to give rain to extinguish the fire. This led to a new affliction - lightning.
Chagigah 12b: Sechakim is the third level of Shamayim.
Why does it say here "Cheshchas" and in Shmuel II, 22:12, "Chashras"?
Radak: These are similar. When the clouds are tied to each other, there is darkness. The Targum of "v'Chishukeihem" (Shemos 27:10) is Chishureihon. The Chashrah (dripping) is from the water that fills Avei Shechakim.
