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I'm trying to start playing Democracy 3, but I'm having a little difficulty with the UI. I understand that a green arrow means a positive relationship and a red arrow means a negative relationship, but what does a black arrow mean?

For example, in this screenshot:

narcotics has black arrows pointing to legal drug consumption, which has black arrows pointing to health and productivity.

Narcotics are currently illegal. What does it mean that Narcotics has black arrows pointed towards Legal Drug Consumption, and Legal Drug Consumption has black arrows pointing towards Health, Productivity, and Alcohol Consumption?

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Black arrows mean no overall effect. In the case you have given above: because you have not legalised any drug consumption (policy) there is no effect on legal drug consumption (statistic) which in turn causes no effect on productivity or health.

In other situations black lines can be caused when the magnitude slider has been adjusted to give no overall benefit or drawback of a policy.

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