Umm, It would be quite costly in my openion, most of the plastic trim can be painted black if you use the proper paint (I had my rear consloe painted to match) the carpet and headliner would need replaced, the seats whould need dyed if they are not cloth and if they are cloth they would need recovered. I think you are looking at quite a bit of money.
You can always take it by a local trim shop and have them look at it and get a price. Good luck
This doesn't seem like an extremely difficult task -- it might get expensive but its definately possible.
I would first take a real look at the interior and figure out what all needs to be changed. Gray and black look good together, so you might not need to change everything out.
Since I haven't ever seen an explorer with an all black interior, I'm thinking that you would have to have yours painted. The hardest tasks are going to be getting the parts out of the truck without breaking them, and cleaning every last bit of silicone/wax off. You can then paint them with a spray-on latex or something -- an auto re-finishers shop can point you in the right direction.
For the carpet, I would just order a replacement from JC Whitney, assuming they offer them in black. If not, you could have the existing carpet dyed, or sew up a new one using an automotive grade carpet stock.
You could have the seats re-upholstered, put covers on them, or just replace them with something else (from a totally different car). Then you've got the headliner, I would probably rip the fabric off and glue on some black material.
Finding a good auto re-finishers shop is going to be your main priority. They'll have the materials you'll need, and maybe can pass on some experience.