Grimdark is a genre of SFF, defined by a story alignment dominated by extreme pessimism and nihilism, in which, on the sliding scale of bleakness everything is truly bleak and horrible,, or at the very least Darker and Edgier (TV Tropes).
A good definition if grimdark is given by Know Your Meme
“Grimdark is an adjective used to describe a setting or situation in a fictional work that is considered dark, depressive, violent or edgy, particularly in fanfic literature.”
The term originally comes from the Science Fantasy Gothic Horror miniatures wargaming universe Warhammer 40,000 which has the tagline “In the grim darkness of the far future there is only war.” The nerds behind Warhammer 40K wanted to create the most horrible, bleak, crapsack, universe imaginable. Yet for all this, their version of grimdarkness is comical rather than horrifying, because of its low realism and excessive ludicrous fantasy elements. Moreover, in the associated WH40k literature, protagonists frequently have plot armour that renders them invulnerable to danger. I don’t think anyone ever was anxious for their favourite character when reading a WH40k book.
This is because grimdark is only terrifying when it is realistic, and when even your favourite character can be bumped off in an instant. Which is why the classic grimdark universe is not WH40k but George R.R. Martin’s bleak medieval fantasy A Song of Ice and Fire / Game of Thrones . And despite GRRM’s strong Tolkien influence, his gritty amoral realism makes his world as anti-Tolkien as it is possible to imagine.
This is what grimdarkness is all about. Not the worldbuilding, but both the lack of safety of your favourite character, and the lack of morality of the world those characters inhabit. So when Liz Bourke describes grimdark’s defining characteristic is “a retreat into the valorisation of darkness for darkness’s sake, into a kind of nihilism that portrays right action … as either impossible or futile”. (Review, cited in Wikipedia) she is only describing one half of the situation. GRRM bumping off Ned Stark in the very first book, and just about everyone else in the sequels (and those he doesn’t kill off he threatens to) is the essence of Grimdark.
GrimDark doesn’t means there can’t be moral actions. It only means that morality is futile, in a universe that is totally unfair.