A star is a basically a big ball of gas in outer space, made mostly of hydrogen and a little bit of helium plus other elements. Stars spend about 90% of their lives fusing hydrogen to produce helium in nuclear reactions that emit heat and light.
When stars use up their supply of hydrogen, their outer layers expand and cool to form a red giant.
An average-size star, like our Sun, will blow away its outer atmospheres to form a planetary nebula. Their cores will remain behind and burn as a white dwarf until they cool down. Eventually, what will be left is a dark ball of matter known as a black dwarf.
If the star is massive enough, the collapse will trigger a violent explosion known as a supernova. If the remaining mass of the star is about 1.4 times that of our Sun, the core is unable to support itself and it will collapse further to become a neutron star. The matter inside the star will be compressed so tightly that its atoms are compacted into a dense shell of neutrons.
If the remaining mass of the star is more than about three times that of the Sun, it will collapse so completely that it will become a ball of matter with an intense gravity called a black hole.
Interestingly, it has been discovered that the outer crust of a neutron star is the strongest known material in the universe.
It seems that the crust of a neutron star can withstand a breaking strain up to ten billion times the pressure it would take to snap steel. In other words the crusts of neutron stars are 10 billion times stronger than steel! Read more here or here.