There are two important (intrinsic) length scales which can be associated to a point-like concentration of mass. The first is its Compton wavelength, and the second is its Schwarzschild radius:
$$\lambda_c = \frac{2\pi \hbar}{mc}\qquad R_s = \frac{2Gm}{c^2}$$
The Compton wavelength sets the length scale at which quantum field theory becomes necessary. Interactions which probe such distances require energies comparable to the rest mass of the particle, and therefore are coupled to relativistic effects (e.g. pair production, relativistic kinematics, etc). On the other hand, the Schwarzschild radius sets the length scale at which spacetime curvature becomes important, and gravitational effects (e.g. the existence of an event horizon) become important.
The key thing to note is that the Compton wavelength and the Schwarzschild radius depend on the mass of the particle in opposite ways. For an electron, the Compton wavelength is approximately $10^{-12}$ m, while the Schwarzschild radius is on the order of $10^{-57}$ meters. As a result, at distances within the realm of experimental accessibility, the dynamics of the electron are completely dominated by QFT effects.
Contrast this with a stellar mass black hole, with $M\sim 10^{30}$ kg. The Compton wavelength is $10^{-72}$ m, while the Schwarzschild radius is about $1.5$ km. In constrast to the case of the electron, QFT effects are completely swamped by GR effects - at least until one probes (ludicrously) deep within the event horizon.
In between these two extremes lies the mass range $m \sim 10\ \mu$g - the Planck mass scale. This is the mass regime in which the Schwarzschild radius and the Compton wavelength are on the same order of magnitude. For such objects, relativistic quantum effects are of equal importance to spacetime curvature effects. The dynamics of such a particle cannot be adequately described by one without the other, and so this is the scale at which a coherent theory of quantum gravity would be needed.