"Dark" is relative
Depending on the setting, your dark past may not actually be dark. If you're playing The Secret World, having an uncle or two who dabbled in cults and tried to sacrifice you to demons at age nine is... actually pretty normal. I mean, it's not the sort of thing you necessarily remember with a laugh and a grin, and you probably won't invite Uncle Stabby to your wedding, but it kind of fades into the background of all the other horrible stuff happening around you.
The point here is that making a past specifically a dark past is not a good idea. You want your characters to have pasts, and if they happen to be dark because of the character in question, run with it then. Game settings play a big part in this, as the past I just described would be pretty dark in World of Warcraft, but a lot of it has to do with just putting together a past for your character based on what makes logical sense.
Shock value matters
Tied to the previous point is the fact that your dark past needs to be something beyond the rank-and-file awfulness that people live with. Having a parent die at a young age isn't a dark past, just an unfortunate one. Having a parent die when the child feels as if it's his fault, though... is still not very dark because children are pretty awful at determining who's at fault for anything.
Having a parent die at a young age, directly at the parent's hand? Now we're getting somewhere. And if the child only later found out that his reasons for killing that parent were totally invalid? Much better.
You want your dark pasts to be noteworthy. Killing a man alone doesn't make for a dark past. Killing a specific man for a specific reason might work. The moment has to be something of personal significance to the character, something that stands alone outside of the other things that the character has done since. This segues nicely into the next point.
Don't make it mundane
You know what really winds up being a kick in the pants? When you read a book in which a character is touted as having a dark past, and then you finally find out what that past is... and it's tame. Boring, even. It's something that's far less interesting than all of the things the character has done since, several of which have supposedly been informed by this distinctly non-dark past.
In an MMO, odds are good that your character kills a lot of people. The simple fact of taking someone's life doesn't make for a dark past. You're far better off looking at something more unique, like an untoward affair or a criminal history or something else that the character may not have engaged in since. Your dark past should be something that violates to social contract of the people around you. Anything less is just plain boring.
It's not a secret if everyone knows
Some characters with dark pasts wave that fact around like a banner. They're dark and brooding sorts who constantly drop oblique references to their horrid history, presumably while cribbing lines from old issues of Spawn. These characters seem to want to be the Batman of their games... if Batman stopped every page to remind readers that his parents got murdered in front of him.
This is boring. Obviously these people have dark pasts; they have dark presents. The people with interesting dark pasts don't show it on the surface, and that's usually part of the reason the dark past becomes so shocking. The grim-faced warrior who tries to kill every problem with an axe isn't made more interesting with the inclusion of secret assassin training, but the gregarious traveler with a wide smile suddenly gets a lot more suspicious when you find out that he knows how to kill you in broad daylight without anyone realizing.
Stick to the one thing
So your character watched both of her parents die when she was a child, by her hand, because of reasons. Then she was abducted by a cult, gained new surrogate parents, and watched them both die because of a demon who marked her with a curse. Then she watched the demon die just before it could remove the curse, and now no one wants to interact with your character because she became silly about four lines ago.
A dark past is much more effective when it's one element, one screaming little splinter in her past -- not just a character trait she doesn't like to talk about, not a secret or an unfortunate but believable history, just one thing that sticks out. The dark becomes mundane with sufficient repetition. Instead of all of the above, it's much more interesting to deal with a character who willingly made a single deal with a demon -- one that hasn't come due yet.
Now that we're all sufficiently darkened, you can feel free to leave your opinions and feedback in the comments below, or you can mail them along to firstname.lastname@example.org. Next week, I'm going to explore that social contract and how many MMOs break it implicitly before you've even played. The week after that? Ten questions you probably don't ask about your character that you might want to start.
Every Friday, Eliot Lefebvre fills a column up with excellent advice on investing money, writing award-winning novels, and being elected to public office. Then he removes all of that, and you're left with Storyboard, which focuses on roleplaying in MMOs. It won't help you get elected, but it will help you pretend you did.