The answer to this question is at the cutting edge of science, but one theory states that dark matter is nothing but ordinary matter in another dimension hovering right above us.

Michio Kaku: Well there is a theory, David, about what dark matter is.  You talk about different universes and let’s say that our universe is a sheet of paper.  We live our entire life on this sheet of paper, but directly above us there could be a parallel universe, hovering right over us, perhaps inches, centimeters away and objects in this parallel universe would be invisible.  Light travels beneath the universe, so we never see this other galaxy. But gravity, gravity goes between universes because gravity is nothing but the bending of space, so if the space between two sheets of paper is bent slightly gravity then moves across.

So think about it.  This other galaxy in another universe would be invisible, yet it would have mass.  That’s exactly what dark matter is.  Dark matter is massive—it has gravity—but it’s invisible.  It has no interactions with light or the electromagnetic force, so there is a theory that says that perhaps dark matter is nothing but matter, ordinary matter in another dimension hovering right above us.  We should also point out, however, that there are other theories too.  Dark matter is the cutting edge of science.  Some people think that maybe it is a higher vibration of the string.  All the atoms of our body represent the lowest octave of a tiny rubber band vibrating all over our body, and the rubber band could have a higher octave.  That next octave could be dark matter. So that’s yet another explanation for what dark matter might be.

So the bottom line is this.  There is a shelf full of Nobel Prizes waiting for you, waiting for anyone who can come up with a convincing and experimentally verified explanation of the origin of dark matter.