Only the owner of “Despair from the Dark” can use its effect, because it has to be sent from your hand to your Graveyard.
When you discard “Despair from the Dark” with “Painful Choice”, “Despair from the Dark”’s effect does not activate because it was your own card effect that caused it.
If “Despair from the Dark” is sent to the Graveyard during a card effect’s resolution, or during a chain, activate “Despair from the Dark”’s effect after the current effect or chain has resolved.
If “Despair from the Dark” is sent to the Graveyard by “Last Turn”’s effect, “Despair from the Dark” is Special Summoned to the field before the attack of “Last Turn” happens.
Netrep Rulings:
If “Despair from the Dark” is sent to the Graveyard as a result of “Morphing Jar #2’s” effect, “Despair from the Dark’s” effect will activate since the monster is considered being sent from the Deck to the Graveyard.