The very early universe was a nearly-uniform cloud of hydrogen. Because of tiny “wrinkles” in this cloud, small spots of hydrogen clumped together and their gravity pulled in other, smaller clumps. Eventually (over hundreds of thousands of years), the clump gets big enough that its gravity crushes the hydrogen in its core so hard that fusion starts and stars are born.
That is how the first generation of stars were born. The Sun is a second-generation star, created from an enormous cloud of hydrogen and heavier elements created by the lives and deaths of the first generation.
What happens when a star dies depends on how big it is. If it was big enough that it had enough fuel to start fusion of iron, then it dies spectacularly. There is no more radiation pushing outward against gravity, so the star implodes, crushing its core. If the star was still big but below a certain threshold, the core gets smashed down into the densest stuff that can still be called matter: neutronium. The outer layers bounce off the neutronium core, causing a supernova that blasts bajillions of tons of material out into the universe, leaving behind a neutron star.
If the star was bigger, then the inward crush of all that falling matter is enough to compress the neutronium past its breaking point. That breaking point also breaks physics as we know it, creating a point in space-time so dense that its escape velocity is greater than the speed of light. That singularity is what we call a black hole.
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