We don't know what dark matter is but we do know it exists. We know what it's not though and Kurz Gesagt does its thing with another animated video explainer trying to break down what dark matter and dark energy is. Which is basically, we know something is out there, it interacts with gravity and there is a lot of it.
The running theories is that dark matter isn't a 'thing', it's just a property of space. Empty space is filled with particles that spontaneously form from nothing and disappear into nothing.