There are lots of interesting ideas about what kind of thing would explain the presence of dark matter we observe in our universe including black holes floating around since the near the beginning of the universe, particles that interact through the weak force, wave of tiny objets washing over us, and many more.
These are a very broad field of study and I am definitely not an expert in all of it. I used to work on an experiment looking for massive particles heating up hockey puck sized chunks of Germanium and Silicon buried a mile below the ground deep in a mine in South Dakota. Other experiments looking for similar objects use liquid Xenon and look for flashes of light from the interactions.
My current work focuses on looking for the waves of light particles that could be all around us right now. Of the most compelling ideas of this variety is the Axion. This particle is exciting because its existence was first postulated to understand an anomaly with neutrons, which seemingly has nothing to with dark matter. But if the axion were the right mass and were appropriately abundant, it would explain the dark matter observe in the universe today.
What I think about most of the time is how are we going to detect the presence of the axions. In our normal day to day lives, we don’t feel bombarded by waves of tiny particles crashing over us. This is a testament to how weakly we think these things couple to the regular matter that we are used to. One possible way we can observe axions if via their connection with light. Under the right conditions, an axion could turn into a single unit of light. Our ability to detect this conversion depends on being able to set up the right conditions and then having instruments that can sense tiny amounts of light.