Sterile neutrinos with masses of a few keV are very well-motivated Dark Matter candidates. However, even though they have the perfect properties for that job, it is unclear how to produce them in the early Universe. In this talk, I will mainly focus on how to make this production happen in the early Universe. While several proposals exist in the literature, the production aspect unfortunately suffers from several incorrect or at least oversimplified statements (e.g., that keV sterile neutrino Dark Matter would usually be 'warm'). I will make an attempt to explain parts of the issues and how to resolve them, which ultimately leads to means to distinguish the different mechanisms via their impact on cosmic structure formation. While lab experiments are not well-suited to probe this type of Dark Matter candidate, cosmology and astrophysics provide the tools to do so.