Astronomical observations in the electromagnetic window - microwave, radio and optical - have revealed that most of the Universe is dark. The only reason we know that dark matter exists is because of its gravitational influence on luminous matter. It is plausible that a small fraction of that dark matter is clumped, and strongly gravitating. Such systems are potential sources of gravitational radiation that can be observed with a world-wide network of gravitational wave antennas. Electromagnetic astronomy has also revealed objects and phenomena - supernovae, neutron stars, black holes and the big bang - that are without doubt extremely strong emitters of the radiation targeted by the gravitational wave interferometric and resonant bar detectors. In this talk I will highlight why gravitational waves arise in Einsteins theory, how they interact with matter, what the chief astronomical sources of the radiation are, and in which way by observing them we can gain a better understanding of the dark and dense Universe.