Diverse astrophysical and cosmological observations indicate that most of the matter in the Universe is cold, dark and non-baryonic. Weakly Interactive Massive Particles (WIMPs) are generically a good dark matter candidate and particle physics provides us with a well-motivated WIMP candidate in the form of the lightest neutralino. WIMPs can be detected indirectly (via the products of their annihilation) or directly (via elastic scattering in underground detectors). After an overview of WIMPs and the status of attempts to detect them, I will focus on what we could learn from direct detection experiments about the astrophysics and particle physics of WIMPs.