This is very simplified but it may help you understand. The larger a planet is, the greater the gravitational pull. Think of the moon, smaller than earth so astronauts need heavy boots to hold them down and counter the effects of weightlessness. Now the way I understand it is that the larger they are, the more matter they attract to themselves, therefore allowing themselves to "grow." If they keep growing then their gravitational pull will increase, attracting more matter and so on, until they get to the point where the gravitational pull is so strong they actually collapse in on themselves. Now where the matter goes I don't know but as has already been mentioned the pull is so strong that even light can't escape making the hole appear black.