Good question! 🙂 A black hole is a dead star that is so heavy that light cannot escape from it… that’s why it is ‘black’ !
First of all… black holes were predicted by Einsteins theory of relativity before we saw one. Since then we used huge telescopes to look deep into the galaxy. Scientists saw some stars moving around in a weird way. Because of gravity, it looked like they were orbiting (moving around) something really massive… but that massive thing wasn’t shining or giving out any light!! So we think that is a black hole – it matched up with Einstein’s theory very well.