Is there any difference between using "-" or not in domain name?

Let`s say that i want to register a domain named blackhatworld but, as you might know, blackhatworld is already taken and black-hat-world is not.
So, the question is: will black-hat-world be so SEO friendly as blackhatworld ?

Yes but you might have a problem with the real owner against you for COPYRIGHT or something, but definitely will have some strength as the blackhatworld.
It also depends on how you do your SEO, sometimes you can surpass the blackhatworld itself, IF blackhatworld did not do much on their SEO

Yes, better without!!!