I've just been watching Night Watch, there were many things which confused me but foremost, what is the Gloom?
It appears to make people invisible? But you can't stay in it too long?
I am unaware of the series but found this direct answer from IMDb
"The Gloom," aka "The Twilight" or "The Dusk," is another plane of existence that overlaps our own. In the books it is explained as being like a sepia-toned photo, very old and worn. In it an Other can tap directly into his or her powers. However, the Gloom has its price. It drains all who enter it of their vital life energy: that is what it thrives on. Anyone who stays in the Gloom too long will not be able to return to the real world.
Same was present in the novel it's based on:
In the story's worldline there exists a magical realm beneath the surface of all things—referred to as the Twilight (or Gloom in other translations).
From same Wikipedia link:
Bromfield's English translation translates the Russian word "sumrak" as "twilight", although "sumrak" actually refers to a state of coming darkness in singular (visible in one place, not the whole sky); "sumerki", which would usually be translated as "twilight", is its plural form. "The gloom" is the translation used in the movies based on the novel. Note that the Russian word sumrak does not have the negative emotional connotation of the English word gloom; sumrak has a lighter connotation, characterised by Nabokov as a "not infrequently pleasurable and poetical gloom."