Hi there,
Guess there will be quite a few questions on your mind. Why don't we tackle it one at a time.
1. CPL - Circular Polariser for short, sometimes also refer to as CIR-PL
2. Light Loss - As indicated, it is a loss of light. Light is the most basic for photography. Photography is about light. To understand why using CPL will suffer light loss, you need to understand about exposure.
3. To understand about exposure, you can follow this
thread to find out more or maybe this
article for the Clubsnap website.
Hope that it can help. After you understand about exposure, the rest of the explanation here will be much easier.
BTW, the 4 dark corners as in your photo is known as vignetting. The main cause of vignetting is due to stacking of filters. Most of the time, stacking of filter shouldn't be an issue unless the filters are quite thick (Normal CIR-PL are quite thick as it consists of 2 layers of filters) and may cause vignetting at wide angle especially. I believe that is why some of your shots have these 4 dark corners while some don't have because you change the focal length from maybe 18mm to 28mm (just an example).
For my practise, either normal or IR shooting, if I need to use a CIR-PL or R72 when shooting, I will remove my UV filter if I am shooting at wide angle range of less than 24mm just to prevent vignetting due to filter stacking.