Assuming dark matter is a WIMP, I think it would be invisible and fall through your hand (and the earth) when you tried to pick it up. Stars require the particles in question to bang around against each other and interact with each other. WIMP particles wouldn't even be able to interact with each other except gravitationally - ie. they wouldn't "collide" or create pressure in an enclosed space. A cloud of dark matter is likely to stay a cloud for a very very long time rather than collapsing in on itself.
I think of it like an N-body gravity simulation[1] with very very large N and no collision detection.