If its like the UnderNet from the Mega Man Battle Network series of games, I would steer clear of it. As for if I've been there, can't remember to be honest. I don't keep track of something unless it catches my eye.
From the comments, people are mixing up the deep web which consists of things like corporate servers, people's email inboxes, and backend data hosting; with the dark web, which is often used for dubious purposes.
The dark side of the web. There are no rules. You can find websites where you can buy and sell drugs, illegal weapons, hire hackers, assassins and so on. If you're not careful, your computer could be hacked by just visiting the deep web.