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When a space gas gets pulled together a star is formed. On the other hand, when a massive star dies, it collapses to a black hole.
You would think that the initial mass of the gas would be bigger than the star that had existed for billion years and lost mass in the process.
So what stopped the space gas from forming a black hole in the first place?
Essentially gas does, it just happens to form a star first.
Mass is not the only factor in creating a black hole. You also need for this mass to reach a high density. In the process of doing this, a star usually forms. The energy producing processes in the star interior produce a pressure that balances the gravitation attraction. This prevents a star from reaching a critical density needed for black hole formation. As these energy producing processes run out of useable fuel the star will eventually collapse onto itself creating a black hole.
So you can't just take a large volume of gas and create a black hole. Other physical processes occur.
In simple terms: Because the gas nukes itself apart.
When the gas (H or He) is put under extremely high pressure, which happens before a black hole is formed, the atoms start nuclear fusion, which releases a lot of energy. That continuous stream of energy is what makes the sun bright and is also what keeps the sun from collapsing into itself.
When the fusion burned up/fused too much of one element, another element becomes the dominant element for fusion, which leads to different states during the life of a star. And once the star runs out of fuel, gravity wins.
As Rob says, you'd need way more mass than that of a "massive star" to counteract the nuclear fusion energy.
In the present day universe, this does not happen for two reasons. First, the gas is unstable to fragmentation as it collapses. The reason for this is that the Jeans mass, the smallest mass that is likely to collapse, scales as $T^{3/2}/\rho^{1/2}$, where $T$ is the temperature and $\rho$ the density. If the gas can cool as it collapses, then the temperature remains roughly constant, the Jeans mass falls and the cloud breaks up into smaller cores. These cores are usually much smaller than the (at least) several solar masses required to form a black hole (see below).
Second, each of those cores eventually gets hotter in the middle. For masses above $0.075M_{\odot}$, the core becomes hot enough for nuclear fusion. This maintains the high temperature and pressure, which keeps gravity at bay until the fuel runs out. After this, quantum mechanics in the form of electron degeneracy or neutron degeneracy pressure or even the repulsive force between nucleons might support the star (as a white dwarf or neutron star), but not if it is more massive than $\sim 3M_{\odot}$. For lower mass balls of gas (brown dwarfs or planets) they skip the nuclear fusion and go straight to being supported by electron degeneracy.
However, in the early universe, what you suggest might actually happen and this might be how supermassive black holes and quasars exist only a few hundred million years after the big bang.
Primordial gas made of just hydrogen and helium atoms cannot cool very efficiently (it is the presence of heavier atoms, produced by previous generations of stars, in present day gas clouds that leads to efficient cooling). Primordial clouds are thus less susceptible to fragmentation because they heat up as they get more dense and the Jeans mass cannot become small. In such circumstances it could be that a large black hole ($10^4$ to $10^5$ solar masses) can form directly from a collapsing gas cloud.
See this press release for an alternative summary of this idea and links to recent academic papers on the topic (e.g. Agarawal et al. 2015; Regan et al. 2017).
Not a full answer, but more than a comment. Can't we just pile in more and more mass to overcome the problems the other answers presented? Surely at some point in the Universe, e.g., at the very beginning, conditions were favorable for forming extremely massive stars such that the inward pressure could overcome any outward pressure from heat/fusion. Possibly then a black hole might form right away, despite the barriers preventing total collapse. After all, there's always barriers preventing total collapse, be they radiation pressure, degeneracy pressure, etc. It's just a matter of overcoming it with enough mass.
It turns out someone already asked this question and their answer is (sometimes) no. Johnson et al. 2013 discusses the idea of primordial super massive black holes being formed by super massive stars. By super massive, I mean $\sim50,000\:M_\odot$ (the largest, currently known star on record is $\sim200$-$300\:M_\odot$). Their idea is that you could have such a huge amount of mass pile up early in the universe that you might have a "star" by some technical sense of the word but it would almost immediately (compared to cosmological timescales) form a black hole. Their ultimate result was that they found that trying to overcome the radiation pressure barrier you see in normal star formation by piling on insane amounts of mass just causes things to explode in "the biggest explosion in the Universe".
When that space gas gets pulled together to form a star, the original gas and now a star their mass is the same (unchanged), but the size reduced, due to gravity. When the star collapses to be a black hole, again their mass the same but size shrunk, due to gravity. It is not a valid way to ask in this manner:
So what stopped the space gas from forming a black hole in the first place?
The space gas does eventually shrink to become a black hole [if the initial mass is good enough for it to exist as a star then collapsed as a black hole], only the observer taking section by section of the whole process to observe [depends on which section is observed]. It's simple, when replace the object for analogy to this: heating the ice. Ice melts to become water, then gas. Now the OP is like asking: why ice doesn't turn to gas when heated but water? It sounds logical but in fact it is the construct of the words mystified a simple analogy.
