  The Hot Big Bang is often considered as the origin of all matter and
radiation in the Universe. Primordial nucleosynthesis (BBN) provides strong
evidence that the early Universe contained a hot plasma of photons and baryons
with a temperature $T>\text{MeV}$. However, the earliest probes of dark matter
originate from much later times around the epoch of structure formation. In
this work we describe a scenario in which dark matter (and possibly dark
radiation) can be formed around or even after BBN in a second Big Bang which we
dub the ``Dark Big Bang''. The latter occurs through a phase transition in the
dark sector which transforms dark vacuum energy into a hot dark plasma of
particles; in this paper we focus on a first-order phase transition for the
Dark Big Bang. The correct dark matter abundance can be set by dark matter
cannibalism or by pair-annihilation within the dark sector followed by a
thermal freeze-out. Alternatively ultra-heavy ``dark-zilla'' dark matter can
originate directly from bubble collisions during the Dark Big Bang. We will
show that the Dark Big Bang is consistent with constraints from structure
formation and the Cosmic Microwave Background (CMB) if it occurred when the
Universe was less than one month old, corresponding to a temperature in the
visible sector above $\mathcal{O}$(keV). While the dark matter evades direct
and indirect detection, the Dark Big Bang gives rise to striking gravity wave
signatures to be tested at pulsar timing array experiments. Furthermore, the
Dark Big Bang allows for realizations of self-interacting and/or warm dark
matter which suggest exciting discovery potential in future small-scale
structure observations.
