Atoms are made of protons, neutrons and electrons. If you cram them together and heat them up you get plasma where the electrons are only loosely associated with individual nuclei and you get a dynamic, light-emitting mix of positively charged ions and negatively charged electrons. If you cram that matter together even further, you drive electrons to merge with protons and you are left with a collection of neutrons like in a neutron star. So, what if you keep cramming that collection of neutrons together into an even higher density? Well, eventually you get a black hole but before that (at least hypothetically) you get a strange star.