Astrophysicist here. Yes, space is crazy, but interesting things to keep in mind:

1. The size of a star is determined by something called the photosphere. With those extremely massive stars, you can be hundreds of millions of kilometres "inside" and not yet know it.
2. Similar story with supermassive black holes, from the perspective of an astronaut falling in, they wouldn't really be able to tell when they cross the horizon because the tidal forces there are very small (they will inevitably fall towards the centre and get spaghettified at some point)