Black holes, created by the collapse of massive stars, are one of the most mysterious phenomena in astrophysics. Understanding their formation and behavior is crucial to understanding the evolution and structure of the universe. However, significant gaps remain in the understanding of their origins and characteristics. This study delves into the complexities of black hole formation, dynamics, and classification, aiming to unravel the mysteries surrounding these cosmic entities. This article uses a combination of the theoretical framework of general relativity and numerical simulation. The study investigated various scenarios for black hole formation, including stellar collapse and mergers. Observational data from telescopes such as Hubble and Webb complement the theoretical analysis. This article provides a comprehensive overview of stellar evolution and the stages leading to the formation of black holes. It discusses the theoretical foundations of black hole physics, including key indicators such as Schwarzschild, Kerr, and Kerr-Newman. In addition, through theoretical analysis and simulation, research has revealed the formation mechanisms of different types of black holes, including stellar-mass black holes, intermediate-mass black holes, and massive black holes. The findings deepen understanding of black hole dynamics while highlighting the limitations of existing theoretical models.