Stars and gas feel its gravity but it doesn't give out light. It doesn't block
light either, so it can't be dust.
There is gas in the halo, mostly hot and ionized: but its mass adds up to something very small. Zeilik mentions cool red stars. But if these were plentiful we would have seen them nearby in infrared surveys (why look for these stars in the infrared?).
What about objects below 0.1 MSun, too small to start nuclear burning? The search for MACHOs (Massive Compact Halo Objects) showed that these are too few to make up the dark matter. (Most of the MACHOs that were seen have turned out to be normal stars in the Milky Way or our neighbor galaxy, the Large Magellanic Cloud.)
We're left with WIMPs (Weakly Interacting Massive Particles) as the best bet.
These behave like neutrinos, only they are heavier.
("Massive" is a relative term; they are probably lighter than a proton.)
WIMPs don't have any electric charge, so photons (light) don't care about
them. They don't have the strong nuclear force, only the weak force (and
If the dark matter really is WIMPs, then they are streaming through the Earth all the time, like neutrinos from the Sun. Very occasionally one should interact with normal matter. Experiments are under way to try to find them.