What happens to the particles in a star when it collapses to form a neutron star. I have read that a thimble of matter from a neutron star can weigh thousands of tons. This fact is really hard to wrap your brain around. Does it mean that all the neutrons in the atoms are compressed together. If so what happens to the protons and electrons?
Neutron stars are a fascinating testbed for all sorts of extreme physics and studying the details of their interior is still an active area of research. The reason I mention that is simply to say that what happens to the protons and electrons is complicated. The short answer they turn into neutrons.
Here's the slightly longer answer. Neutrons in atomic nuclei are very stable, but free neutrons outside a nucleus will decay in a proton and electron (and technically a neutrino) in about 15 minutes through beta decay. In other words neutrons = electrons + protons. The reason normal matter isn't comprised entirely of neutrons is electron degeneracy pressure. If you've ever taken chemistry, you're familiar with the Pauli exclusion principle that dictates where an electron may be in the shell of an atom. The abbreviated version is two electrons can't occupy the same place, so they fill themselves up orderly in shells. If you try and squish matter really tightly, this in ability to be in the same place at the same time actually acts like a force holding the atoms together. This is called electron degeneracy pressure and is what supports a white dwarf together against gravity.
In a neutron star gravity has overcome electron degeneracy pressure allowing the protons and electrons to combine into neutrons. Now the force holding the star together against gravity is the neutron degeneracy pressure. Neutrons, like electrons, are fermions, and two neutrons may not be in the same state, and this neutron crowding provides a supportive force against the intense gravitational pressure. As I alluded to above the details are more complicated, but it's safe to stay we will likely never be able to simulate the states of matter in a neutron star on the Earth.
Edit by Michael Lam on August 29, 2015: To add an answer for the title question, there are some number of protons in the interior, which is of order 10%. The rest is thought to be mostly neutrons. The crust is made of mostly iron nuclei bathed in freely-moving electrons. When the neutron star forms, most of the protons and electrons combine together to form neutrons, as described above.