Nothing, not even and including Light

[Avicenna]

They do exist though, since you can observe the field of gravity around them.

As Geoffrey said, they're created the same way. I think it's a red supergiant that's over 200 solar masses that supernovas that creates a black hole, and something in the region of 50-200 that creates a neutron star. It's all a matter of size.

Not just neutrons, neutrons and protons. It's a massive nucleus.

Neutron stars do glow actually, but not like a main sequence star. They glow because the particles forming them were very hot at the time of the supernova, and squashing them together, their combined heat makes them stay at very high temperatures without requiring a fuel such as hydrogen. Think of how things normally cool. It happens when they are surrounded by cooler objects, and so the heat dissipates. But in a neutron star, all the particles are as hot, so it will glow for quite a long time until all the heat energy is converted to light.