Although we can infer the existence of SMBHs in nearby and faraway galaxies, their formation route remains a mystery. A black hole weighing a billion solar masses cannot be formed simply as the endpoint of a star as massive as a few billion suns, since the gas that would form such a star would fragment into smaller stars before it could become a single proto-star.
Seed black holes, as massive as hundreds, thousands, or even millions of solar masses, could have formed along several possible evolutionary paths in the centers of very distant galaxies, galaxies that existed when the Universe was very young. Proof for this is the observation of very distant quasars, that we identify as luminous and powerful sources when the age of the Universe was not even one billion years. Such 'seed' black holes have then evolved through time to become the SMBHs that we see now.
The evolution of these seeds from the dawn of the Universe until now is a complicated combination of various processes. The history of black holes is interlaced with the history of the galaxies that host them. Black holes must be studied and understood within the cosmic web that describes how structures, like our own galaxy, matured in the ever-evolving Cosmos.
In the movie to the right we are witnessing the formation of a galaxy like the Milky Way over more than 13 billion years of cosmic history. We start from the very early universe, just a few million years after the Big Bang. We start seeing some regions "collapsing" under the effect of gravity. It is in these proto-galaxies that the first massive black holes form. Massive black holes evolve in the same way as their galaxies: they accrete mass from their surroundings, in the center of galaxies, and participate to galaxy mergers. When a black hole accretes mass it becomes an active galactic nucleus. The energy of the accreted mass is converted to light, making the black hole bright. At the present time our Milky Way contains about 50 billion stars, distributed both in the bulge and in the disc. Gas, in total about 1 billion times the mass of the sun, is spread in the disc. The total mass, including dark matter, is about 1000 billion times the mass of the sun. The mass of the black hole in the center of the Milky Way today is almost 4 million solar masses.