No one knows the answer to that question yet but lots of scientists are trying to figure it out. Basically there are some things that happen, like the movements and rotation of really huge things like whole galaxies, that have made scientists think that they have much more mass in them than all the mass that we can actually see in them like stars and planets and dust clouds. The mass of a galaxy affects the way that it spins and moves and scientists have measured this and this is how they know that there must be more matter there than they can see. So they called this extra stuff they can’t see ‘dark matter’, even though they don’t know what it is.
There are quite a few theories about what it could be and there are lots of experiments going on right now to try and figure it out, but no one has got any good evidence for what it is made of yet.
Crikey – another difficult questions 🙂 I don’t know much about dark matter, so to avoid saying something totally wrong, I will let the other scientists explain what they know about it! Thinking about these types of things sometimes makes my brain hurt…!