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, you would experience immense tidal forces that would spaghettify your body as you approached the singularity at the center, where gravitational forces become infinite and space and time become distorted.