These lectures provide an introduction to models and direct detection of dark matter. We summarize the general features and motivations for candidates in the full dark matter mass range, and then restrict to the keV-TeV mass window. Candidates in this window can be produced by thermal mechanisms in the standard cosmology, and are an important target for experimental searches. We then turn to sub-GeV dark matter (light dark matter) and dark sectors, an area where many new models and experiments are currently being proposed. We discuss the cosmology of dark sectors, specific portal realizations, and some of the prospects for detection. The final parts of these lectures focus on the theory for direct detection, both reviewing the fundamentals for nuclear recoils of WIMPs and describing new directions for sub-GeV candidates.