The word "darn" is just softer way of saying "damn". It's similar to saying "kurczę" in Polish, but I'm sure there are differences.
It looks like it's used just for emphasis in your example sentence. I don't think it's used in any negative way. You could replace "darn early" with "very early", but it would lose some of its charm. Another example is "darn right!" or "damn right!" in order to express how strongly you feel that something is correct.
People sometimes use "darn" instead of "damn" for religious reasons, they simply don't like swearing, or it can even sound folksy or rustic.