All stars start out as a nebula. Then as the matter condenses the nebula turns into a protostar. From there the protostar condenses and gets even hotter it turns into a sun. A brown star starts out as a nebula, then turns into a protostar. A brown star can't become a full fledged star because it doesn't have enough matter and heat so it will just glow then die.
A red giant is what happens after a sun. It is so big because the star has used up all the hydrogen in the core and is now starting to use up the hydrogen and heavier elements in the other parts of the star. A red giant turns a red colour because as it uses the hydrogen it cools down.
A red giant could eventually blow up and become a planetary nebula. We have a very good example of an already formed one which is the solar system. In our case the protostar eventually became our sun and the planetary disc is all the planets. A planetary nebula condenses to a white dwarf which is really small and has a white colour. From there it can become a black dwarf. None have been identified in the Milky Way but scientists have evidence that they exist. A white dwarf could also become a neutron star.
A red giant could also become a supergiant star which is a very big star. After it can become a supernova. They are very uncommon because there have only been five identified in the Milky Way for the past 1,000 years. They are very bright and can sometimes be seen during the day. Next the supernova turns into a neutron star. It will become one if the mass of the core is greater than approximately 1.4 times the whole mass of the sun. When the core gives way with it will be with such a great force that the positive protons and negative electrons in the core will all be compressed together to become neutral neutrons. But there are other exceptions for a supernova becoming a neutron star. If the supernova doesn't turn into a neutron star it will become a black hole.
Black holes are a very intense space object that's believed to live in the universe. The gravitational field of a black hole is so powerful that, if the object is big enough, absolutely nothing, even electromagnetic radiation, is able to break away from its surrounding area