I kind of already know the answer to the second part (which must be 'yes'), but I'd still like to know what black holes essentially are. Are they made out of a special material to have density as high as they do? Also could artificial black holes be made(I'd think not, as even if it were possible, the gamma ray bursts would be a problem)?
An astrophysical stellar-mass black hole is formed through the core-collapse of a massive star. The origins of supermassive black holes is more uncertain.
The answer to your main question to some extent depends on whose point of view you are interested in.
From an external observer's point of view, the matter that made up the black hole is still there. Material that falls towards the event horizon appears to move more and more slowly, the light it emits becomes more and more redshifted. If one had a telescope that worked at long enough wavelengths, the material would still be "visible", nearly frozen above the event horizon. However, to all intents and purposes this would behave like a black hole and would have all the properties associated with one because the material affects the curvature of space in exactly the same way. So from that point of view you could say a black hole is made of what it is eating.
If one were travelling with the material collapsing towards a black hole, the story is different. You would reach (or at least approach) a singularity of negligible size and infinite density within a finite time. There isn't a good physical theory about what happens to that material or what state it is in (it is hidden from us behind the event horizon). So from that point of view you could argue that you know what went into making up the black hole, but you don't know what state it is in. As you are travelling with material falling into the black hole, you would not have time to ponder this before performing your own personal experiment.
Continued accretion of mass onto a black hole simply results in a bigger black hole (both in terms of its mass and its Schwarzschild radius). It is still a black hole.