Some things weigh more than others. That's not news to anybody - if you lifted up a plastic chair, and then lifted up a wooden one, you'd expect the wooden one to be harder to pick off the floor. Stars can be made of different materials, too, but the differences in weight are literally astronomical.
Neutron stars are what's left when huge stars - those four or more times larger than our own Sun - explode. The remaining matter at the center is compacted so tightly and so densely that a single teaspoon of the material would weigh around a billion tons. To give you a more visual idea, that's as much as 900 times the Great Pyramid of Giza. The gravitational field is so strong that escape is possible only at speeds of 100,000km/s or more - and if you fell onto it from only one meter above, you would hit the surface at four and a half million miles per hour. At such a force, your component atoms would be destroyed, vaporizing you.