We report the sudden and spontaneous evolution of an initially correlated gas of repulsively interacting Rydberg atoms to an ultracold plasma. Under continuous laser coupling we create a Rydberg ensemble in the strong blockade regime, which at longer times undergoes an ionization avalanche. By combining optical imaging and ion detection, we access the full information on the dynamical evolution of the system, including the rapid increase in the number of ions and a sudden depletion of the Rydberg and ground state densities. Rydberg-Rydberg interactions are observed to strongly affect the dynamics of plasma formation. Using a coupled rate-equation model to describe our data, we extract the average energy of electrons trapped in the plasma, and an effective crosssection for ionizing collisions between Rydberg atoms and atoms in low-lying states. Our results suggest that the initial correlations of the Rydberg ensemble should persist through the avalanche. This would provide the means to overcome disorder-induced-heating, and offer a route to enter new strongly-coupled regimes.Ultracold plasmas (UCPs) formed by photo-ionizing ultracold neutral atomic or molecular gases [1,2] offer an ideal laboratory setting to better understand exotic phases of matter such as dense astrophysical plasmas [3] and laser induced plasmas [4]. Experimental and theoretical progress is driven by the potential to reach the so-called strongly-coupled regime [5,6], in which the Coulomb interaction energy dominates over the kinetic energy of the ions, giving rise to collective effects and strong spatial correlations between particles. It is quantified by the coupling parameter Γ = q 2 /4πǫ 0 ak B T ≫ 1, where a is the Wigner-Seitz radius, q the electron charge, and T the ion temperature. In laser-cooled gases, Γ ≈ 0.1 − 2 is readily achieved, which has allowed the observation and driving of collective mechanical modes [7]. Reaching deep into the strongly-coupled regime, however, has remained out of reach partly due to disorder-inducedheating (DIH), where the Coulomb interaction energy due to the initially random distribution of the atoms is converted into kinetic energy of the ions [8,9].Gases of atoms in high-lying (Rydberg) states offer an alternative approach to study UCPs, as they can be easily ionized, and the strong Rydberg-Rydberg interactions lead to dramatic new effects. The spontaneous evolution of an attractively interacting Rydberg gas into an UCP has been observed in several experiments [10,11], which initiated in-depth studies on the ionization mechanisms [12][13][14] and on the electron-ion recombination dynamics towards Rydberg states [15]. Recently [16], the long-term formation of an ionic cloud from attractive and repulsive Rydberg states has been observed, and its back-action onto Rydberg laser-excitation rates has been characterized. At the high densities achievable using optical or magnetic traps, the Rydberg blockade effect [17] gives rise to strong correlations in the initial gas [18]. Since these correlations resemble ...