Well, to answer you question in a persuasive manner... It leads to a place we don't know. In order to get to the initial Black hole itself, we need to first survive the tense amount of radiation spewing from the Dense object. Ad if we manage to survive that, we would probably melt due to it's high temperature ( Nearly 300million times hotter than our own sun) But if we luckily avoid that, we will be crushed to death due to the fact that it is to dense and strong that not even light can escape it.
