A place where gravity is so strong that nothing (not even light itself) can escape from it... A place which can only be identified by looking at its surroundings or radiation... Who or what is this place? It is a black hole.
Black holes are believed to be formed by an exploding star or super nova which later sucks in on itself and crushes all its mass into one place which is believed to be either a very small sphere or ring. The black hole is in fact the greatest mystery to mankind in outer space due to its immense gravitational pull.
Types of Black Holes

There are three types of black holes. They are the Schwartzchild, Reissner-Nordstram, and Kerr.
Schwartzchild: This is the simplest of the three. It has a layer called the event horizon which any thing crossing it would be sucked in with no means of escape. Also it has no charge and spin and has a sphere singularity. It just sucks in anything near into it.
Reissner-Nordstram: It is a black hole with a charge, no spin, and a sphere singularity. It also has two layers; the inner and outer event horizon. Between the outer and inner event horizon, gravity sucks items in with no hope of escape but past the inner event horizon gravity stops its pull and it's like being back in regular space, except it is surrounded by complete darkness.
Kerr: It has a spin and a charge and a ring singularity. has two event horizons as well identical to the Reissner-Nordstrom black hole but it has a third layer outside the outer event horizon. This third layer is the ergosphere where things are not only sucked in but twirled like a whirlpool in space.
Understanding How They Work

A quick example of how a black hole can be formed is this: get earth, and crush it to half its size and the gravity is stronger but crush earth to the size of an marble and you have a marble with such a very strong gravitational pull. Stars do this after a supernova by sucking in all its mass so quickly that an implosion occurs and smashes it together into a black hole.
Black holes usually exist at the center of galaxies, such as the Milky Way. It gradually sucks in the stars nearby and grows larger and larger, having a stronger and stronger gravitational pull. Supermassive black holes can contain 100 billion stars!
Conclusion

The reason early astronomers were unable to detect black holes was because they possessed no special tools to find them. They are barely visible, much less detectable until seeing the surroundings. Perhaps it is best to not probe further and let black holes remain the greatest mystery of mankind. [Of course, that will never happen. Human curiosity guarantees it]