Edgy (beyond the literal) is when someone tries to be controversial or "dark" without any real substance.
Like the terrorist misison in COD:MW2 or the kid killing scene in 3, or a person who says they're a satanist to annoy his hyper christian parents.
When it comes to pokemon, very few (some are, but few) are edgy because there's usually some back up symbolism that might be getting overlooked.