The truth is we dont really know what it is. It is thought to be a substance or matter in space which appears to have a mass but we cannot detect it as we cannot see it in telescopes, it does not emit or take in light.
Astronomers only know it is there as it appears to have gravitational effects on matter we can see, i.e. we cannot observe it directly but we believe it is there because it has an effect on things we can see and measure.
Recently astronomers released information from a mission called “Plank” that estimates that in the entire universe ~85% is made of dark matter, compared to the 5% which is stars and planets.
That is about the level of my knowledge it might be worth also asking this question in the Astronomy zone to see what they say.