Black holes are formed when a large amount of mass is squeezed into a small volume. This can happen in a few different ways.
One way that black holes can form is when a star collapses at the end of its life. When a star runs out of fuel, it can no longer generate the energy that is needed to support its own weight, and it collapses. If the collapsing star is massive enough, the force of gravity can become so strong that it causes the star to collapse in on itself, forming a black hole.
Another way that black holes can form is through the merger of two smaller black holes. When two black holes come close enough to each other, their strong gravitational forces can cause them to merge and form a single, larger black hole.
It is also thought that black holes may have formed in the early universe, shortly after the Big Bang. These so-called “primordial” black holes may have formed from fluctuations in the density of matter in the early universe.