When an extremely massive star goes Supernova, the lack of available fuel prevents the star from mainting the equilibrium of expansion (heat) and contraction (gravity). The result of the imbalance is a Black Hole: a phenomenon with so much gravitational force that nothing can escape its pull, not even light. It's very difficult to study a Black Hole because we can't directly observe them, we can only see their impact on the space around them, such as the distortion of light.