Ultracold plasma is an interesting regime of the atomic physics and plasma physics, in which the ions and electrons have extremely low-temperature and evolve on a much longer timescale different from that of traditional plasmas. The low-temperature of the ions and electrons makes the ultracold plasma a strongly coupled system, so the strong coupling effects, including the collective effect and phase transition, are significant. Ultracold plasma has many advantages in both experiment and theory, such as wellcontrolled initial conditions, low-temperature, long evolution timescale, tabletop experimental setup, and a widely accessible parameter space. So the ultracold plasma offers an ideal platform for the studies in fundamental plasma physics both experimentally and theoretically.     This work describes a comprehensive experimental study of the creation of the ultracold plasma in a 87Rb magneto-optical trap under different initial conditions. The density and temperature of the trapped atoms are about 1010 cm-3 and 500 µK, respectively. The initial conditions for the plasma include electron kinetic energy, the initial density of ions/electrons, the state and population of Rydberg atoms, and the electric field environment. Ultracold plasmas are created by both the photoionization of the laser-cooled atoms and the evolution of the cold Rydberg gas. The spontaneous evolution of the dense cold Rydberg gas is investigated experimentally too. The basic physical mechanisms and the collision processes which dominate the formation of the ultracold plasma are discussed in this work.      We realize the formation of the ultracold plasma by photoionizing the cold atoms and studied the behavior of the plasma under different conditions. The experimental results are explained using Coulomb potential well model and self-similar expansion model. The physical processes which dominate the plasma expansion, such as, three-body recombination, disordered-induced heating, and kinetic energy oscillations, are investigated. Furthermore, an external direct current electric field is experimentally studied as a tool to tune the potential well depth of the ultracold plasma. This work also presents the formation of the ultracold plasma by the evolution of the cold Rydberg gas. Field ionization spectroscopy is used to study the spontaneous evolution of the Rydberg atoms in different environments. It is found that the electronRydberg collisions, including the l-mixing and n-changing, dominate the evolution of the high-n Rydberg atoms, the Penning-ionization is very important in the evolution of the low-n Rydberg atoms, and the dipole-dipole interaction plays significant role in the evolution of intermediate-n Rydberg atoms. Also, the effect from Rydberg-Rydberg collisions is figured out by tuning the density and collision time of the Rydberg atoms. In brief, we experimentally studied the dynamics in the formation of ultracold plasma through two schemes and investigated the correlative physical processes and mechanisms combining the Coulomb potential well model. A further study of the dynamics in the evolution of ultracold plasma will be carried out based on this work.