I realize that a “Regular” black hole is created when a star of over 3 solar masses colapses under its own gravity.
Where do the giant black holes of thousands of solar masses at the centers of galaxies come from?
Get enough of anything packed closely enough together, and it’ll turn into a black hole. One easy way to do this is to let a star die; another easy way is to just get a bunch of stars (or pre-stellar material, if it’s before stars formed) really close together. The latter method works because the density of a black hole is proportional to the inverse square of its mass, so if you have enough matter, you don’t have to pack it much at all. Of course, once you have a black hole of any size, you can make it as much bigger as you want, just by feeding it. If you had a 3 solar mass black hole, and dropped 999,997 G-type stars into it, one at a time (or even a small piece at a time), you’d have a million solar mass hole.
The quick answer is that no one knows how the supermassive black holes in galactic centers form. We don’t even know if they form before the galaxy (acting like a little seed around which a galaxy can grow) or if they form after the galaxy does. But a lot of galaxies have them in the centers, even our own (it has about 2.6 million times the Sun’s mass). As Chronos points out, they may form from smaller ones, or maybe from having a lot of matter dumped into the center of a galaxy.
An intermediate mass black hole of some hundreds of solar masses was found near the center of another galaxy, spurring debate over whether these somehow clump up to get supermassive black holes. However, there is no evidence of this beside the location of that one object.