Black holes are very interesting objects, whose physics brings Quantum Mechanics and General Relativity into sharp contrast. For example, Quantum Mechanics predicts that the black hole at the center of the Milky Way has and entropy of order $10^{90}$, and hence has $e^{10^{90}}$ microstates, while General Relativity predicts that this black hole only has one microstate. I will explain the origin of this enormous discrepancy, which lies at the basis of Hawking's information paradox, and describe several steps towards its resolution. In particular, I will argue that the microstates that give the entropy of this black hole are given by solutions without a horizon, and that the black hole horizon is an approximate concept that emerges from the quantum superposition of these horizonless solutions.