I will start by briefly discussing why thermal relics are among the most appealing candidates for dark matter. In this context I will introduce new regimes of thermal freeze-out that were discovered in the last few years. They naturally occur in a variety of models, including simple WIMP realizations of thermal relic dark matter, and point to a different parameter space compared to what is usually considered, with masses that can be as small as a few keV. I will also briefly discuss new ideas for the direct detection of dark matter in this light parameter space.