Black Pieces and Religion
When the white pieces describe the black pieces, they frequently describe a "spark" present in their eyes, but one that never extends beyond to surround their bodies. This imagery is significant in terms of the religious allegory, as it suggests that while the black pieces are religious, their faith does not manifest in a way which can be easily seen from the outside.
Loyola and Darkness
At the beginning of the play, Ignatius Loyola has a conversation with Error in which he expresses his disappointment that he does not see his followers anywhere. He explains how he imagined that his followers would spread a "darkness" over the world (especially England) in service to his legacy. This imagery associates darkness with the Jesuit (Catholic) order, suggesting that it is threatening and dangerous compared to English Protestantism.
White and Black
Of course, the most straightforward imagery in the play is the white and black pieces themselves. While the characterization of players as either white or black derives from the game of chess that the play purports to perform, the play also uses this colorization to imply certain characteristics about each house. The black pieces are associated with darkness and villainy, while the white pieces are associated with purity and moral rectitude.
Pieces
The chess pieces themselves are also important images in the play, as each piece carries with it a certain connotation about its status in the overall "game." Pawns are numerous but often do the bidding of more powerful pieces, becoming casualties along the way. The White Knight is portrayed as an immensely powerful and capable player, flattering the young Prince Charles whom the White Knight represents. In chess, the queen is the most powerful piece, and, in the play, the White Queen – who never really interacts with the other players, signifying her high status – represents James I's daughter, Elizabeth of Bohemia.