Under Map -> Map Options, the first thing in that window is a setting for unexplored areas. By default, you can pick between Grey Mask, Black Mask, and Black Mask (Reduced Radius). Additionally, you can create new Fog of War data in the data editor, which is pretty simple: pick a color, give it a name, and set hidden state. You probably want to use the default Black Mask setting, though.
EDIT: Specifically, use this in addition to the trigger example given by Berrala and boparooski, which should then set your unexplored areas to a solid black instead of the semitransparent grey.
Under Map -> Map Options, the first thing in that window is a setting for unexplored areas. By default, you can pick between Grey Mask, Black Mask, and Black Mask (Reduced Radius). Additionally, you can create new Fog of War data in the data editor, which is pretty simple: pick a color, give it a name, and set hidden state. You probably want to use the default Black Mask setting, though.
EDIT: Specifically, use this in addition to the trigger example given by Berrala and boparooski, which should then set your unexplored areas to a solid black instead of the semitransparent grey.