When woods are dense, the trees grow close together. When fog is dense, you can't see through it. And if someone calls you dense, they think nothing can get into your thick skull.
Dense comes from the Latin densus which means thick and cloudy. In general, the word means packed tight and gives the sense that something is difficult to get through. Text can be dense in two different ways: when the words are packed closely together on the page, and when the text is filled with big words and complicated thoughts. Either way, reading dense text is just no fun.