Black holes are made when there is too much heavy stuff in one place, crushed up too tight. The stuff alls pulls in on itself using gravity, and if there is nothing pushing outwards to balance this, then the stuff can keep collapsing inwards until it forms a black hole.
Normally in stars then the heat made through nuclear fusion pushes the star-stuff outwards hard enough to balance the gravity. However when a big star runs out of fuel and dies, then the remaining stuff can collapse to form a black hole.
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