A black hole is a region of space where gravity is so intense that even light cannot escape, hence making it black. Basically, a black hole begins as a massive star (at least 7 times larger than Earth's sun) which, at the end of its life, collapses. The mass of a giant star all collapsed to the size of a pea or smaller creates the intense gravity.
Please note: When a star becomes a black hole, it doesn't get any more gravity. It still has the same amount of mass. It's just that all of the star's gravity is focused in a smaller amount of space, making it strong enough to prevent light from escaping. If a planet was orbiting the star before it became a black hole, the planet would keep orbiting at the same distance after the star became a black hole.
There are also different sizes of black holes, including supermassive ones, which are believed to be at the centers of galaxies. -Xaq