The asteroid belt is a region of space between Mars and Jupiter, consisting mostly of rocky bodies almost the size of our moon down to dust particles. More than half the mass of the belt is due to four asteroids - Ceres, Vesta, Pallas, and Hygiea, and the total mass of the belt is less than the mass of our moon, but there are still probably at least 40,000 asteroids that are more than 0.5 miles across – enough to put a bloody big dent in the Earth.
Despite the popular image, the asteroid belt is virtually empty, just less empty than the sapace around it. Spacecraft have passed through it undamaged.
It is believed that the planets were formed by a process of accretion, with smaller bodies colliding and forming larger bodies, eventually becoming large enough to gravitationally attract matter around them. The asteroid belt consists of the left over pieces that have never joined a planet
Much of what we know about the asteroid belt is gathered from asteroids that have hot the Earth. From this and other evidence we can deduce the temperature, composition and temperature gradient of the early solar system.