In past episodes we have explained that comets come from the Kuiper Belt and the Oort Cloud. But asteroids are different. Whereas a comet is essentially a mass of dirty ice, asteroids are more like giant rocks. Or, if you like, tiny planets.
Asteroids come in many sizes, and most won't have sufficient gravity to make them spherical. Recent studies have shown they look more like battered potatoes. Almost all orbit the sun in a ring-shaped region between Mars and Jupiter called the "Main Belt." On occasion one may collide with a planet, thoughin which case, watch out! Even a smallish asteroid can pack a wallop.