The particle nature of dark matter is currently one of the biggest open questions of particle physics. In this colloquium I will review some of the evidence for the existence of the dark matter and discuss the need for its non-gravitational interactions with the Standard Model. I will also argue that a class of dark sector models, namely Confining Dark Sector models, provides a well-motivated target that informs and inspires a variety of searches for non-gravitational dark matter interactions. Such models could give rise to very rich phenomenology in the early universe as well. To illustrate this point, I will discuss the effect of the phase transitions in such models on the dark matter dynamics. I will close by highlighting numerous searches motivated by confining dark sectors.