This is because black holes challenge the very foundation of the physical laws we tend to hold dear hear on Earth. They are formed from the cores of super massive stars and can best be described as regions of space where so much mass is concentrated that nothing, not even light, can escape the gravitational pull. It is an area where the escape velocity is greater than the speed of light. The more massive an object is, the faster you have to travel to escape its gravity. This is known as the escape velocity.
Black holes are so massive that their escape velocity is faster than the speed of light.
Since nothing can travel faster than light, nothing can escape the gravity of a black hole. It was Einstein's general theory of relativity that provided the first clue to understanding black holes. His theory also states that gravity affects time. The more massive an object is, the more it can slow down time. The gravity of a black hole is so great that time nearly stands still.