A black square is a square in a
crossword grid which is totally colored
black to indicate that it does not contain a letter. Black squares separate words in the same
row or
column.
Black squares are also used in some other types of puzzles with grids to indicate the break between two entries in the grid.
In diagramless crosswords you aren't given the locations of black squares. In some types of puzzles, such as variety cryptics, heavy bars are used instead of black squares to indicate word breaks. These bars don't take up a square, and as a result, word breaks in across entries have no relation to word breaks in down entries.