I love astronomy. Look at all the fascinating things you learn!
Dark matter is still, technically, a theory, but it is a theory that is nearly universally accepted today. There simply isn't enough baryonic ("normal") matter to account for all the gravitational effects we observe. If the visible matter was the only stuff there was, the large scale structures would not/could not exist, since the gravity required for them to form and stay formed simply would not be present. By the way, large scale in this context means larger than the solar system. Without dark matter, structures like galaxy clusters and superclusters wouldn't exist, even galaxies may not have enough gravity to stay together.
Scientists recently discovered a particle that makes up part of dark matter; neutrinos. Neutrinos are a by-product of nuclear fusion, among other things I'm certain, and so are hugely abundant. However, until recently, scientists didn't think they had any mass at all, that they were a "massless" particle. However, they recently have determined the mass, which although it is vanishingly small, it does exist. Neutrinos do make up a percentage of dark matter, but it is a quite small percentage.
Another candidate for dark matter is the Higgs Boson particle. This one hasn't even been detected, only theorized. But if it does exist, it should account for a large portion of dark matter, since it would have a large mass.
Higgs Boson Link The Large Hadron Collider, a particle accelerator that is, I think, already under construction at CERN, should prove or disprove the existance of the Higgs.
Things get a lot more strange however, when you think of things like dark energy, a theoretic form of energy that is sort of "anti-gravitational", and so is causing the expansion of the universe to accelerate. It appears dark energy rules the vast inter-galactic spaces, and gravity rules the on the galactic scale. In other words, dark energy is powerful enough to continue to force galaxies apart from one another, but not powerful enough to rend the galaxies apart.
Scientists now predict that "normal" baryonic matter, of which you and I are all made, composes merely 4 or 5% of the universe. Dark matter, either baryonic dark matter, or hot/cold dark matter makes up another 25%, with dark energy taking the other 70%.
Dark Energy Link
But I'm sure I've totally gone beyond the point of interest here, so I'll shut up
And I just realized most of what I said about dark matter is already in the link Karibu posted
But hopefully the links I provided are interesting