Black holes are made when big stars die and super novas are made when big stars explode.
A black hole is a region of spacetime exhibiting gravitational acceleration so strong that nothing particles or even electromagnetic radiation such as light—can escape from it. After you go past the event horizon you are in the black hole and you can't go out. The point where light can just escape is called the event horizon. Nearly all large galaxies contain a supermassive black hole, located at the galaxy's center.