Okay, this is me channeling Morgan Freeman
The big mystery in Cosmology these days is the form and nature of Dark Matter. It seems to be everywhere, and yet we have no notion of what its substance might be.
We know it's there. We can tell it's there by its gravitational effects. Its presence explains what would otherwise be the anomalous rotation of stars around the center of a galaxy. Any galaxy. Without Dark Matter, the stars at the outer edge of the galaxy would fly off into Intergalactic Space. Dark Matter corrals them and keeps them in place.
So the question is - what IS Dark Matter, and why do we NOT know what it is?
The answers may have their origin in String Theory and a book called "Flatland".
In String Theory, the basic constituent of all matter in the universe is Strings. Strings are like one dimensional folds in the fabric of space time that vary in length and in the frequency of their inherent vibration. In forming sub-atomic particles, these strings close upon themselves forming a two-dimensional object which aggregates with other two-dimensional objects to form three dimensional objects which we recognize as protons and neutrons and electrons (eventually). But what if there's a further aggregation which forms objects in four physical dimensions?
Just as the two dimensional inhabitants of "Flatland" are totally unaware of those of us who live in three dimensions, us three dimensional peeps would be totally unaware of the existence of anything in four dimensions.
Except we ARE aware. Well, of their gravity, at least. They, too, must obey the laws of physics as they apply to this Universe. They obey a super-set of the physical laws we know and understand.
Someday, we'll figure it all out. In the meantime, don't worry.
Dark Matter loves you and keeps you safe.