A spiral-shaped disk of dust fueling a massive black hole in the center of the galaxy NGC 4261. L. Ferrarese (Johns Hopkins University) and NASA.

Black Holes can form from a supernova explosion. The collapse of a star's surface inward causes the explosion. And it also makes a black hole. But only if the star was big enough. It takes a pretty big star to make a Black Hole.

Some astronomers believe that they have seen Black Holes indirectly. They think that they can see Black Holes gobbling up stars that got too close to them. They also think that most galaxies may have a giant Black Holes in their centers.

What would it be like to enter a black hole? Not fun. First, as you approach the black hole the difference in gravity's pull on your head compared to your feet would rip you apart. But suppose you survived that. Once you entered the Black Hole you cannot return, remember not even light gets away from a Black Hole. In the end the Black Hole would crush you out of existence. So I wouldn't try it if I were you.