Black holes are caused by stars that have collapsed, with extreme density. Kinda like sticking Manhattan all into the head of a pin (only much bigger). The point at which nothing comes out is the Event Horizon, the area around the actual dense matter in the center, inside of which nothing can escape the pull of gravity, even light. The X-rays that seem to be emitted from a black hole are actually given off at the edge of the event horizon as a result of matter being violently pulled apart as it engulfs everything around it.