You're normal everyday black hole is created when a very large star, one much much larger than our sun dies. The core of the star collapses in on itself due to its gravity. Smaller stars collapse to form neutron stars, enormous stars are so heavy they continue to collapse even further to create a hole in time/space with immense gravity called a Black Hole at the center of a black hole is a singularity (small like atom size small or smaller) What happens inside at the singularity scientists don't have the proper science to explain yet.

Now at the center of every galaxy in the universe is a Super Massive Black Hole, these things are immense a black hole the size of our entire solar system for instance, they are linked in size directly with the size of the galaxy. These are formed at the birth of our galaxy. What scientists do not yet know is whether the supermassive black hole comes first and forms the galaxy or if the galaxy comes first and forms the black hole.