How do supermassive black holes form?
The theory is they are formed by the implosion of the largest red giant stars.
When the super massive red giant stars reach the end of their lives, they first explode and then implode. Most end up as neutron stars or quasars. But it is believed that if the remaining mass of an exploded red giant is great enough, its inherent gravity causes it to collapse right through the neutron star state and straight into oblivion. I say oblivion because the theory of black holes states that the space-time continuum ceases to exist and that a singularity comes into being.