Black holes form when massive stars collapse under their own gravity, compressing all the matter they contain into an infinitely small point known as a singularity. Once something is caught in a black hole's event horizon, it needs to travel faster than the speed of light to escape. Meaning that it can never escape. Since it can't possibly go faster than light, it will inevitably be sucked in.
But what about white holes?
In short, white holes are the exact opposite of black holes. If a black hole is a supermassive object that sucks things in and never lets anything out, a white hole is a massless object that pushes things out and never lets anything in. No object outside a white hole can ever enter it because the object would have to travel faster than the speed of light to cross the white hole's event horizon.
This means that you can (quite literally) never get close to a white hole.
If you're more of a visual learner, the diagram below provides a basic overview of how black holes and white holes work.
All of that said, in reality, white holes are nothing more than mathematical constructs. They are entirely hypothetical objects. We've never found one, and they might not even exist — in fact, they probably don't.
:c
But of course, that hasn't stopped astronomers from developing ideas about how they might form.
:)
According to one idea, when black holes form, they could explode into another universe. In so doing, they basically form a white hole on the other side. In this respect, some speculate that the Big Bang was — or at least, could have been — the result of a white hole formation (for an in depth discussion of this, head here).
Another idea, black hole singularities could compress down and eventually rebound as a white hole. However, due to the time dilation effect around a black hole, it would take literally billions of years for even the lowest mass black holes to rebound.
But. As previously noted, these are really just thought experiments. According to current scientific understanding, white holes don't actually exist. Alas. But! To make up for the sadness this knowledge likely caused you, here is the same visual again — but this time with a fun pun!
You're welcome.