"A cloak of darkness she wove about them when
Melkor and
Ungoliant set forth; an Unlight, in which things seemed to be no more, and which eyes could not pierce, for it was void."
The Silmarillion
Quenta Silmarillion 8
Of the Darkening of Valinor
The cloud of clinging darkness spun by Ungoliant as a protection for Melkor and herself as they invaded the land of the Valar and assailed the Two Trees of Valinor. After the Trees were destroyed, the loss of their light filled Valinor with an utterly black darkness, so that Melkor and Ungoliant, hidden within their Unlight, were able to evade even the Valar. Stealing away into the north, Melkor slew Finwë and captured the Silmarils. Concealed by Ungoliant's cloud of Unlight, he eluded the hunters of Oromë and the wrath of Tulkas, and with the monstrous spider he escaped from Aman into the north of Middle-earth.
Notes
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Mere 'darkness' perhaps does not quite do justice to the nature of Ungoliant's Unlight, which is described in terms of an obliterating void. It does not seem to have caused literal harm or damage, but to have defeated the vision of all those observing from outside, including the Valar. This sounds remarkably similar in principle to the Shadow later used by Morgoth and Sauron but, if so, Tolkien does not make a direct connection between the two ideas.
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