Colour is assigned by rank, not by value. The districts are sorted and split into seven equal groups, so each shade holds roughly the same number of districts. That keeps the map readable when a few districts sit far from the rest, which happens often here.
The consequence is that the colour steps are not evenly spaced in the units of the measure. The scale under the map shows the actual value at each break, so read those rather than assuming equal intervals.
Darker always means more of the thing being measured. For something like poverty that is worse, and for something like health insurance coverage it is better; the map does not judge which.
Districts with no published value for a measure are drawn in flat grey and excluded from the ranking.