Babalon Explains II - Mahakali, Kali the Asura and Kali Yuga
A mistake I often see being made by bands trying to explore Hindu mythology is the conflation of Kali, Mahakali, the goddess of war, and Kali, the pudgy, big nosed demon king of sin. It's the latter who's associated with Kali Yuga, not the former. But it gets very confusing beyond the name - both are associated with war, are considered extremely powerful (for a goddess and a demon respectively) and both their names have somewhat vague origins. But lets separate the two in a digestible way-
Kali, or Mahakali (literally "Great Kali" in Sanskrit,) is a Hindu goddess who's ranking is somewhat polemical. Hindus generally agree she's important, the question is how important. Some place her as the Hera-style counterpart to the all important destroyer, Shiva, a personification of "ultimate power," the most powerful of the Mahavidyas (an order of ten Hindu gods, the Great Wisdoms, see that Maha again? Maha.) and the very agent of change in Shaktism. Others interpret Shiva's consort to be Parvati and see Parvati as the most important one.
That being said, - Mahakali is a dark-blue/black (Kali in her case derives from the Sanskrit Kāla meaning black) skinned goddess associated with war and change. She's considered a powerful source for good, unironically, even though she wears a necklace of 108 severed heads. I wish I could get away with that. Where's my fucking LiveAid?
Kali the Asura - or the Demon, is a different story altogether. First of all, why are they both named Kali? They aren't but the difference in Sanskrit is so minute as to be hard to capture in English. Broadly, Kali the Asura is pronounced with two short vowels, how you'd pronounce both the names in English more or less, while the Goddess is pronounced with an elongated A and I (had it explained to me as "Kaa-lee" but can't confirm.) The demon's name traces its root to the Sanskrit "kad," meaning to hurt or suffer.
Kali Yuga, loosely the "Age of Kali" theoretically was,is and will will be the last and worst age of four before the fulfillment of a complete cycle of the world. The yugas theoretically were, are and will be - the Satya Yuga, the Treta Yuga, the Dvapra Yuga and finally, Kali Yuga. The Satya is considered the best age, an age of truth, enlightenment and a consensus that Legion is the best Deicide record. Meanwhile, Kali Yuga is said to be an age of lawlessness, confusion and pain, where people refuse to admit that Disney making 86789421 movies in every franchise kills any chance for them to be memorable.
It is named for the asura both because it is said he will rule the world and because it is said to be an age of unbridled conflict, violence and sin. Kali the Asura represents this faithlessness and sin, a tangible embodiment of the disconnect between humanity and dharma. The vedas denote his abodes as gambling, prostitution, money and slaughter. So ostensibly he's the Hindu god of joy as well but hey, what do I know? We're near the end and I still didn't get a Live Aid