Multiple Object Tracking (MOT) has witnessed remarkable advances in recent years. However, existing studies dominantly request prior knowledge of the tracking target (eg, pedestrians), and hence may not generalize well to unseen categories. In contrast, Generic Multiple Object Tracking (GMOT), which requires little prior information about the target, is largely under-explored. In this paper, we make contributions to boost the study of GMOT in three aspects. First, we construct the first publicly available dense GMOT dataset, dubbed GMOT-40, which contains 40 carefully annotated sequences evenly distributed among 10 object categories. In addition, two tracking protocols are adopted to evaluate different characteristics of tracking algorithms. Second, by noting the lack of devoted tracking algorithms, we have designed a series of baseline GMOT algorithms. Third, we perform a thorough evaluations on GMOT-40, involving popular MOT algorithms (with necessary modifications) and the proposed baselines. The GMOT-40 benchmark is publicly available at https://github.com/Spritea/GMOT40.