1. What happens if you fall directly into a black hole?
That would be no pleasant experience. The problem is the difference of the gravitational force between your feet and your head as you fall in. Since your feet are a little bit closer to the black hole than your head, the gravitational pull on your feet is stronger than that on your head. The closer you get to the black hole the bigger these tidal forces will become. Whilst in the beginning of your fall you'd just feel a pleasant stretching, this stretch is going to increase "beyond comfort level" as Neil DeGrasse Tyson eloquently describes the situation. At some point your body will be pulled apart. But that's just the beginning: as you get still closer the single parts still feel a difference in gravitational pull, disaggregating your body into smaller and smaller pieces finally reaching the size of single atoms. And that's by far not the only problem you have: at the same time the black hole severely deforms space-time itself. This means it additionally compresses everything horizontally as if you were being squeezed through a funnel. Astrophysicists call this process 'spaghettification'. If you do not fall directly into the black hole you will form an (accretion disk). Anyhow, you have to get within the very close vicinity of the black hole in order to feel something, an impossible mission for us human beings. If instead of the Sun there was a black hole in the centre of our solar system with one solar mass you would not even feel any difference (apart of the missing sunlight) and the Earth would continue orbiting peacefully around the black hole with exactly the same orbit.
2. Does a black hole act like a giant cosmic vacuum cleaner?
Yes and no. Yes, because over time some black holes have accreted matter of a magnitude of millions to many billions of solar masses, this way becoming supermassive black holes. And no, because most matter doesn't fall directly into a black hole. It's like the planets that orbit the main mass in our solar system (the Sun); they are not sucked in by the mass of the Sun. If the Sun was substituted by a black hole of the same mass as the Sun, the planets would continue orbiting in exactly the same way as they now orbit our Sun. Black holes do not have any mechanism to directly suck in any matter. The Sun itself orbits the centre of our galaxy which contains a supermassive black hole, but it is not moving towards the centre. The reason why some matter that is very close to the black hole falls in over time is friction between the orbiting matter close to the black hole (accretion disk).
A gas cloud falling into the Milky Way's central black hole
Video credit: ESO/MPE/M. Schartmann/L. Calçada
3. How can we be sure that there are no black holes in the surroundings of our solar system?
Even though it's impossible to view a black hole (as long as it does not accrete matter) we would have noticed the presence of a black hole. The reason is gravitational lensing, a severe distortion of the light coming from an object behind the black hole, but in the same line. The black hole bends space-time in its vicinity, so any light passing close to the black hole will be deflected too, this way showing some of the characteristic features of an 'Einstein ring'. On Wikipedia you can see the effect in a computer simulation, but many Einstein rings have already been observed around distant galaxy clusters. It is possible to detect compact objects like neutron stars in the same way too. The closest known black hole (not yet confirmed) is a black hole in the Orion nebula, about 1300 light years away.
4. I want to know more about black holes, where can I find more information?