A black hole is a region of space-time that can not be left from anything, even light. The general theory of relativity provides that a compact enough mass could distort space-time to such an extent that a black hole is formed. Around the black hole is formed mathematically determinable surface, called the event horizons, that marks the point at which the return is impossible.
Want to learn more about it? Check out this great educational video of Kurzgesagt – In a Nutshell.