Neutron stars. They are so strange that we can barely wrap our heads around the idea of their existence. In fact, we still don't really know most things about them, so we can only guess and wonder trying to explain their extreme properties. This video explains all we know—or suppose—about them.
Robert Forward's novel Dragon's Egg describes an expedition to a neutron star, and discovery of life on its surface.
NB: Astronomer Frank Drake hypothesized the existence of life in a neutron star:
Drake, F. D. "Life on a Neutron Star," Astronomy, p. 5, December 1973.