We've already detected on type of dark matter: neutrinos. A single neutrino can travel through a light-year of solid lead (if such a thing existed) and only have a 50% chance of interacting. Every day something like 10^20 neutrinos pass through your body (most from the Sun) without doing a thing. So weakly interacting particles are not completely unknown, we already have examples of them. Dark matter is just some particle we haven't discovered yet (again unsurprising because we know our theory of particle physics is incomplete) which is even less interacting and possibly more massive than neutrinos.