Some dark matter candidates are, according to theory, their own anti-particle. The only reason it is not a more explode-y space is that dark matter interacts very weakly with other matter, including itself, and therefore has not been identified yet.
That would make dark matter very lonely. If it interacts weakly, wouldn't there need to be more of it to account for the effects that dark matter was invented to explain?
Gravity is incredibly weak for individual particles. The reason we notice it in everyday life is because there are a lot of particles in the Earth pulling us the same way and all those little bits add up. This is the bit that we rely on to explain the galactic rotation curves (and to explain the cold spots in the CMB). If the dark matter only interacted gravitationally then it would almost impossible for us to make any direct detection of this sort (but it is also difficult to explain how so much of it was produced).
The idea of the WIMP is that the dark matter, in addition to interacting gravitationally, also interacts via another force called the weak force. While these interactions would have to be somewhat small so that the dark matter did not all explode, or collide too much with itself, it would still be much much stronger than the gravitational interactions on a per particle basis -- but would not "add up" the same way. [As a very simple analogy, the electric forces between protons and electrons are very strong compared to their gravitational attraction, but on large distances matter is almost neutral because opposite charges attract]
This idea is appealing to physicists because
1) if true, we have hope of detecting the dark matter and verifying its existence and
2) it tells us (very broadly) that we would produce the right amount of dark matter as the universe was cooling (the so-called WIMP miracle)