I started peeing dark yellow urine today. What is the problem?

Dehydration. The darker the urine, the more concentrated it is. Your body is trying to conserve water therefore it makes it more concentrated. Drink more water.
Probable dehydration. Dark yellow urine usually means that you are not drinking enough water, or that you are losing water from your body somewhere else, like diarrhea. If drinking more water does not clear it up, you should consider seeking health care for evaluation. Dark brown urine is a different story, concerning for nephrotic syndrome, losing protein through the kidneys, one would need to see a doctor for this.
Dehydration. Generally speaking, the more darker the urine, the more dehydrated a person is. In the absence of other urological symptoms, increase your fluid intake and the urine should lighten up and become more clear.