Not the circular gradient. I’m trying to make a curved line or shape with the gradient dark at line and gets lighter as it goes away from the line. Line is "s" shaped. Does this make sense? Is it possible?

You can draw a curved shape (pen tool works best), then go to Object > Create Gradient Mesh. This will create a mesh gradient.
Then click on the white arrow tool.
Click off the the side somewhere first then you can select each pin point on in the object to change the color of each one.
The gradient forms the shape of the object drawn.
Let me know if you need any more help.