There are two competing theories: WIMP’s vs. MACHO’s. Weakly Interacting Massive Particles are hypothetical ghost particles that (besides gravitationally) interact only weakly or not at all with normal matter, sort of like the neutrino. But unlike the neutrino, they are massive enough to clump around galaxies. The room you’re sitting in could be filled with them but there is no way to detect them.
MAssive Compact Halo Objects are things like black holes, neutron stars, even brown dwarfs. But they would have to be in great enough numbers to account for all the mass of dark matter.
So far, ironically, WIMP’s seem to be winning out over MACHO’s as the leading theory.
The existence of Dark Matter was actually discovered by Fritz Zwicky back in 1933, when he noticed gravitational interactions between galaxy clusters that their visible mass couldn’t account for. He was an underrated scientist then and today.
“The room you’re sitting in could be filled with them but there is no way to detect them.“
Then they don’t exist.
L
He didn't actually 'observe' dark matter. What he did, was notice that his equations weren't balancing out the way he thought they should. So, rather than say "perhaps we need to figure out what's wrong with our current understanding of physics and cosmology, he invented something to balance things out again. I suspect we actually know less about the way things really work on both the large and small scales than we think we do.