The cross-section for collision of two dark matter particles should be very small, making such collisions much less likely than for charged particles (It might be similar to the cross-section for neutrons, or much smaller, I don't know). In any case if they do collide, what happens depends on what they are. In the case of particles that are their own anti-particle, they would annihilate and give off gamma rays.

Some of the experiments that are happening looking for Dark Matter particles involve the possibility that they might rarely collide with normal matter and create a small amount of heat.

The point about dark matter is that the interactions are very rare, not that they are impossible. Neutronos are considered to be Dark Matter (hot dark matter), but we do sometimes see evidence of neutrinos.

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Forming opinions as we speak