1) Black holes are formed when massive stars over 10 times the mass of the Sun collapse in on themselves due to nuclear fusion and strong gravitational forces.
2) We can detect the presence of black holes through the X-rays emitted when matter around the black hole is heated and through gravitational lensing effects on light passing by.
3) If you fell into a black hole, the extreme tidal forces would spaghettify and kill you before you reached the central singularity, and from your perspective you would see the universe compressed into a brief flash of light before destruction.