Questions about particulate matter found between stars, not to be confused with gas or ionised plasma. For planetary dust storms, use [dust-storm].
Interstellar Dust is comprised of tiny particulate matter that has undergone the stronger intermolecular bonds to create substances like ice, silicates, and carbon compounds that float around in varying densities between the stars and between the galaxies. Since these particles are still extremely small (typically a fraction of a micron across), they can appear to be a gas, but these tiny, irregularly-shaped objects still exist individually in a solid or liquid state.
Dust clouds absorb light that passes through them, causing extinction of that light, and so appear as dark shadows against the Milky Way or bright nebulae.