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1 Iki Piki: We should be able to figure a way out of this. We're technologically savvy.
2 Spanners: I fear this place is actually the interior of a black hole. Which means there's no way to escape.
3 Serron: Can't you just reverse the polarity of something, and we'll all go back to where we were before?
4 Spanners: Oh, of course, I forgot about trying stupid science...
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A black hole is defined to be an object with enough mass in a small enough volume that the escape velocity is higher than the speed of light. (Go back and read this one for a refresher on escape velocity, if you need to.)
To most people, this means a mass about as large as a star, squashed into a volume just a few kilometres across. The size that an object needs to be squashed inside to form a black hole is known as the Schwarzschild radius, after physicist Karl Schwarzschild, who calculated the formula for it in 1916. It's actually a very simple formula, the Schwarzschild radius being equal to 2 times the mass of the object, times the universal gravitational constant, divided by the square of the speed of light. Since the numbers 2, the gravitational constant, and the speed of light are all constant, the Schwarzschild radius is actually just a constant times the mass. That constant is close to 3 kilometres per solar mass (the mass of our sun).
Another type of black hole popular in the media these days with the impending doom of the Large Hadron Collider is the micro black hole. This is a black hole of quite small mass  less than a gram or so. A black hole you could hold in your hand. The size of one of these creatures is smaller than an atom.
There are bigger black holes too. Supermassive black holes contain as much mass as millions or even billions of stars. With that much mass, the Schwarzschild radius is millions to billions (10^{9}) of kilometres in size. A billion solar mass black hole would be roughly as big as the orbit of Jupiter. Where do you find such black holes? In the centre of many galaxies, including our own Milky Way, there lurk such beasts.
What if you go even bigger? What if you figure out how much mass there is in the entire visible universe? (i.e. a sphere centred on us with a radius equal to the distance light can travel since the Big Bang. We can't see anything further away because there hasn't been enough time for the light to get to us, even if there is more stuff out there.) We can measure this roughly by counting galaxies and figuring masses and factoring in mass that must be present to make them behave the way they do. Let's say we get a number for the mass of everything within 12 billion light years (an average estimate for the size of the visible universe, since we estimate the universe to be about 12 billion years old). If you calculate the Schwarzschild radius of that mass, you end up with a number startlingly close to 12 billion light years...
What does this mean? Well, we're not sure yet if the number is more than or less than the actual radius of the visible universe. If it's less, that means there's not enough mass to "close" the universe, to use cosmology parlance. Our universe will continue expanding forever, and over time more and more of it will be revealed to our eyes as the light reaches us.
On the other hand, if the Schwarzschild radius of the mass in the visible universe is more than the radius of the visible universe, then the universe is "closed". What this means is that we can never escape from the bounds of the universe we can see now  even if there is more stuff outside that radius. It means that the entire visible universe is one enormous black hole. It also means that the mass of the visible universe is enough to cause it to slow down in its expansion, stop, and eventually begin collapsing back in on itself.
This is the origin of the cosmological terminology of a "closed universe". It means one which eventually collapses again  but it is "closed" in a quite literal sense, in that objects inside it can never escape to regions of space beyond. If this is the case, then we do indeed live inside a black hole.
And for a change of pace, reverse polarity!
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