In the beginning, there was light. That is true in the case of black holes too.
Black holes are the result of burned out stars that have collapsed on themselves.
When a star begins to run out of fuel, the internal pressure of the fusion reactions, which was before, counteracted by gravity, begins to win over gravity. The star soon can no longer support its own weight and its outer layers escape its gravitational pull. This powerful explosion is called a super nova. The star then passes through a period of evolution, which is characterized by its mass. If the mass is between 1.5 and 3 solar masses, then the remaining object is expected to turn into a neutron star.