In Season 11 episode 6 we see Dean about to stab Amara/ the Darkness with the demon killing knife. Given what we now know about the darkness- and what we knew beforehand- why was it made to look as if Dean had some sort of chance of killing the Darkness with the knife? Normally when the Winchesters attempt to use a weapon that won't work, the writers will allow them to get a stab at the enemy, only to fail (e.g. Alistair).
Before they went to the asylum to attempt to kill the Darkness, Sam mentioned to Dean that they didn't know for sure how to kill her, or if she could be killed.
Dean's answer was basically "we've got to take a shot." Even though Dean acknowledged that they don't know how to kill her, this was the first actionable intelligence they had on the Darkness' location, and not trying to do something would be wasting what could be a very rare opportunity.
Probably not. In episdoe 4.09 (I know what you did last summer) Sam stabs Alastair with the knife and it appears to have no effect on him. In episode 8.12 (As time goes by) Dean stabs Abaddon in the back with the knife and it does not kill her. In episode 9.11 (First born) Cain stabs himself with the knife, proving that he is immune. Also in episode 4.01 (Lazarus rising) Dean stabs the angel Castiel with the knife and it has no effect on him. If these few demons and ordinary angels are all immune to the knife then it's a pretty safe bet that the darkness will be immune to it also. Especially bearing in mind that the darkness is Gods sister. As for why did Dean even bother? Well he had to do something, they have been tracking the darkness for a long time and this is the first time they had been able to locate her. If they had simply done nothing then who knows how long it would be before they get another shot.