The density of matter at the singularity is effectively infinite. Once you fall below the event horizon of a black hole you are irrevocably sucked into the singularity at the center. Black holes cannot be created in a laboratory. The concentration of matter to make a reasonable sized black hole is too large. For example to form a black hole the size of a baseball, you would have to pack the entire mass of the Earth into a region about 5 cm across.
Black holes can form form astronomical objects by gravitational collapse.
If a star uses up its thermonuclear fuel, there is no longer any pressure keeping the gas in the star from collapsing under its own weight, and the star collapses. If the star's mass is more than about 2-3 times that of our sun, no known force can prevent it from collapsing into a black hole. Such a black hole would be about 5-10 km in size. One such black hole, at the center of galaxy M87, is thought to contain the mass of 5 billion suns.