Lord Krishna is dark, as his names like Krishna and Syama imply, but he is closer to a bluish hue (the one you see in the sky) than actually blackish. The Bhagavatam calls Krishna as dark in 3.28.13. The Vishnu Purana has a story about how Mahavishnu took two hairs, one black and one white, and from them Lord Krishna (black) and Lord Balarama (white).