This article provides a comprehensive review of the three most popular candidates for dark matter: axions, sterile neutrinos, and WIMPs (Weakly Interacting Massive Particles). The article explores the theoretical origins of these candidates and their characteristic properties. It also examines the various observational constraints placed on them by different experiments, including direct and indirect detection experiments, as well as astrophysical and cosmological observations. The article also discusses the implications of these particle candidates on the development of cosmic structures, such as galaxies and galaxy clusters. This review aims to enhance comprehension of the present status in dark matter studies and the challenges faced in identifying the nature of dark matter. In summary, this comprehensive review provides a comparative analysis of the most promising dark matter candidates, shedding light on the latest developments in this exciting field of research.