One note does almost all the work in D# Phrygian, and it's an ordinary E natural. Sitting just a half step above the home note D#, that E leans on the root like a heavy hand on a shoulder. Play D# and then E, and the music suddenly sounds shadowed, tense and a little foreign. Drop from E back down to D#, and you get one of the most satisfying sighs in all of music. Learn to use that one move well and you can write tunes that could only belong to this scale.
The notes of D# Phrygian are D#, E, F#, G#, A#, B, C#.
A quick word on spelling, because it trips people up. Every scale of this kind uses each letter name exactly once: D, E, F, G, A, B, C. That rule decides everything. The second note has to be some kind of E, and the note a half step above D# is E natural. (A half step is the smallest step in Western music, like moving from one piano key to the very next one.) You could call that same key Fb, but then the scale would have no E at all and two kinds of F, which makes it much harder to read. So E it is.
You may also see this scale written as Eb Phrygian. It sounds exactly the same, but it needs seven flats to write down. D# is the tidier spelling, so don't worry if one book uses one and another uses the other. Your ears won't know the difference.
On a piano, this scale is a lovely shape to play: five black keys (D#, F#, G#, A#, C#) and just two white ones (E and B). Notice that the E is the white key right next to your starting D#. That tiny gap under your fingers is the whole character of the mode.
D# Phrygian uses the same notes as B major (B, C#, D#, E, F#, G#, A#). The difference is simply where you call home. Start and finish on D# instead of B, and the same seven notes take on a completely different mood. That's why it shares B major's key signature of five sharps: F#, C#, G#, D# and A#.
The step pattern shows how the sound is built. A whole step is two half steps, like skipping one piano key. From D#, the pattern runs H - W - W - W - H - W - W:
That half step right at the start is what sets Phrygian apart. Compare it with the ordinary D# minor scale, which climbs a whole step to E#. Change just that one note to E natural and you've moved from plain sad to dark and exotic. It's the sound you hear in flamenco and in a lot of heavy metal.
Thinking like a melody writer, it helps to sort the notes by how they behave.
D# is the resting place. A#, the fifth note, is solid and stable too, a good spot to pause mid-phrase. F#, the minor 3rd, gives the tune its minor color and can also hold a long note comfortably.
E is the restless one. It almost always wants to fall to D#, and when it does, the ear hears an ending. B, the minor 6th, pulls down toward A# in the same sighing way, a half step drop. C# sits a whole step under the root and can lead up to it, but more gently. G# is a pleasant passing note between the others.
Notice that the two strongest pulls are both downward half steps: E to D# and B to A#. Phrygian melodies love to sink. Singers will feel this immediately: phrases tend to arch up and then droop back to the root.
Stacking every other note of the scale gives these chords:
The star is the E major chord. It carries that flat 2nd as its root, so moving from E to D#m is the Phrygian sound in chord form. Try a simple vamp of D#m - E - D#m - E, two beats each. Then try the descending line G#m - F# - E - D#m, which walks downhill and lands with real weight. Avoid leaning on B major or G#m for too long, or your ear may start hearing B major as home instead.
Over the D#m - E vamp, start on the root and keep phrases short. Something like D#, E, D#, then C#, D#, then a reach up to F#, E, and back to D#. Hit the E whenever the E major chord comes around and you'll hear the two fit like a key in a lock.
Once that feels natural, push higher: climb to A#, touch B, and let it fall back to A#. That gives you a second sighing gesture at the top of the tune to echo the one at the bottom.
On a standard-tuned six-string, D# sits on the low E string at fret 11 (and 23 if your guitar reaches), and on the A string at fret 6 (and 18). The magic note is always one fret above: fret 7 on the A string, fret 12 on the low E. Anchor your hand at the 6th fret on the A string and slide between frets 6 and 7 to feel that half step under your finger.
Record yourself playing D#m and E, two bars each, for a minute. Then sing or play over it using only D#, E and F#. Make every phrase end with E falling to D#. Three notes, one move, and it'll already sound unmistakably Phrygian.
For the bigger picture, read The Phrygian Mode.