Translation:– Do you want some milk? – Black, please.
In it's own, this is strange. But the situation is most likely that someone is offering you a coffee and asks if you want some milk with your coffee. The person practically replies "no milk, thanks" (=> black coffee).
I have never heard any finn to use this with tea. If you want to refuse milk to tea, then it is just "no thanks" (ei kiitos)
"Mustana" is the word "musta" in the essive case. Directly translated it'd be "as a/the black" (in a state of being black). It can be used in many other ways, not just with coffee. In this course I think it gets used in the "shopping" part of the tree (Onko teillä tätä paitaa mustana? - Do you have this shirt in black?).
If a person with darker skin wanted to discuss their personal opinions related to how skin colour affects their life, they might use "mustana" too (e.g. "mustana ihmisenä/naisena..."). But other alternatives to using "musta" are more common, I'd say.
If you wanted to say "if I were you, I'd do x" in Finnish, instead of saying "jos olisin sinä, niin..." you could also say "sinuna minä...", that is, use the essive of "sinä".
Yes; essive. Wiki has information on it, but it's one I'm still trying to understand, too.
From Wiki: "In Finnish, the essive case is technically categorized as an old locative case, a case that, in some way, indicates spatial location. However, in the present language, the case has lost the majority of its spatial meaning. The case instead typically denotes a state that is temporary or inclined to change."
Agreed; that's my sense of it, too. Though there's also a sense of "When expressing a state of being," as described on this site:
The Contributor @annika_a often directs me to that site. It's a fantastic resource.