Re: 'Something big'
Martin Gregorie's comment explains it very well.
But it's worth reading the history of the discovery of quasars in this regard. Quite early people understood that they must be physically compact because they vary on timescales of tens of hours, so they must be no larger than the Solar system. But the 'stars' associated with them seemed to have absolutely mad spectra. Someone then realised that no, they didn't have mad spectra, they had reasonably ordinary spectra which were hugely redshifted. That left two options: quasars were really far away, or they originated at the bottom of some very deep gravity well. The second doesn't really work: any star that massive will collapse, and people really knew that.
So that left one option: they were very distant. But if they were distant they must be extremely luminous: thousands of times as luminous as normal galaxies. And they must be small because they vary, so this power is coming from something the size of the Solar system, or smaller. There are hundreds of billions of stars in the Milky Way, so a quasar might be emitting a hundred trillion times the power that the Solar system emits, from a similar volume.
I don't know how fast people realised this (this must all be known as it's relatively recent), but this must have been a serious 'oh, fuck' moment: suddenly the universe was a different place. In particular this was one of the points when people really understood that black holes were not just this theoretical toy, because the only thing that explains that kind of power output from that kind of volume (fusion is laughably too weedy) is stuff falling into a black hole.
Astrophysics is the science othe sciences want to be when they grow up.