Cosmic Microwave Background (CMB) observations, interpreted within the context of General Relativity, indicate that visible matter, i.e., stars and interstellar gasses, makes up < 5% of the total energy density of the Universe today. If Einstein’s theory of gravity holds up to the largest observable distances, the remaining 95% of the current energy budget of the Universe is made of two distinct unknown entities, a quite elusive form of Dark Matter (~ 24%), and a very exotic form of Dark Energy (~ 71%). The presence of Dark Matter is necessary to explain the birth, growth, and dynamics of all the cosmic structures existing today, such as galaxies and galaxy clusters. The existence of Dark Energy is required to explain the observed accelerated expansion of the Universe. Whereas proofs of the existence of these dark entities are considered extremely solid from astronomical observations, their very nature remains mysterious. This fact poses profound issues in physics, as well as in the philosophy of science, related to the problem of unobserved entities. In this chapter, the authors develop an informal dialogue on some of the most advanced topics in Cosmology and Astroparticle Physics. The conversation is between two fictional characters: a Boomer (B) and a Kid (K).