Density is the newest Marks type, introduced in Tableau 2018.3 and represented with the following icon:

This new mark fills a gap: to show the Density of Marks. The superposition of multiple Marks determines the color intensity. It's a straightforward Marks type; you can use it in various cases, as long as you have many Marks overlapping.

In the following example, you can see that the concentration of customers by Sales and Quantity:

The most important property for the Density Mark is the color. Thanks to the intensity of the color, you can see the Density of the Marks. To deal with this particularity, there is a new option when you click on the Color property: Intensity. Changing the intensity of the color tells different stories. In the following screenshot, the Intensity is set to 90%: 

In the following screenshot, the Intensity is set to 40%:

Tableau has also added new color palettes, specially designed for the Density Mark. You'll find palettes for bright and dark backgrounds. Currently, the only drawback is the impossibility to open the Edit Color menu and select a color on your screen or enter a color code. You can, however, use your custom palette, specified in the Preference.tps file of your Tableau Repository.