The intricate interplay between optically dark and bright excitons governs the light-matter interaction in transition metal dichalcogenide monolayers. We have performed a detailed investigation of the spin-forbidden dark excitons in WSe2 monolayers by optical spectroscopy in an out-of-plane magnetic field Bz. In agreement with the theoretical predictions deduced from group theory analysis, magneto-photoluminescence experiments reveal a zero field splitting $delta=0.6 pm 0.1$ meV between two dark exciton states. The low energy state being strictly dipole forbidden (perfectly dark) at Bz=0 while the upper state is partially coupled to light with z polarization (grey exciton). The first determination of the dark neutral exciton lifetime $tau_D$ in a transition metal dichalcogenide monolayer is obtained by time-resolved photoluminescence. We measure $tau_D sim 110 pm 10$ ps for the grey exciton state, i.e. two orders of magnitude longer than the radiative lifetime of the bright neutral exciton at T=12 K.