Colloidal soft matter is a class of materials that exhibit rich equilibrium and non-equilibrium 0thermodynamic properties, it self-assembles (spontaneously or driven externally) to form a large diversity of structures, and its constituents display an interesting and complex transport behavior. In this contribution, we review the essential aspects and the modern challenges of Colloidal SoftMatter Physics. Our main goal is to provide a balanced discussion of the various facets of this highly multidisciplinary field, including experiments, theoretical approximations and models for molecular simulations, so that readers with various backgrounds could get both the basics and a broader, more detailed physical picture of the field. To this end, we first put emphasis on the colloidal physics, which allows us to understand the main driving (molecular and thermodynamic) forces between colloids that give rise to a wide range of physical phenomena. We also draw attention to some particular problems and areas of opportunity in Colloidal Soft Matter Physics that represent promising perspectives for future investigations.