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Wat the weird thing about dust not being magnetic is that I do see dust be attracted to certain things (like electronics screens!).
That is "static cling", which is an electrical phenomenon. When the dust comes near an electrically charged surface (let's say negatively charged), the negative charges in the dust get pushed slightly to the far side, leaving more positive charge on the near side, and we say it is then electrically polarized (but could still be electrically neutral overall). Then because the positive charge on the dust is closer to the negatively charged surface, the dust feels a net attractive force to it, and can get stuck to it.
This explanation doesn't quite work for insulators
(which includes dust), where the charges are not free to move. What's really happening is that rather than the charges being free to move as in a conductor, the charges in an insulator are locked up in little pairs called dipoles, and in response to the surrounding electric field those dipoles orient themselves with that field. But the end result is the same: the object becomes electrically polarized, and you get an attraction. This is why things like dust, hair, paper, balloons, etc., can be made to stick to an electrically charged surface.