The Earth is density stratified. This means starting at the surface and traveling deeper and deeper, the density of the stuff increases.

The densest stuff has a density of about 12 grams/ cubic centimeter. Liquid water, for comparison has a density of 1 gram per cubic centimeter.

The highest density occurs at the center of the earth and is solid iron. Actually it is an alloy of about 90% iron (Fe) and 10 % nickel (Ni)

The inner core, which is believed to be comprised of mostly iron and nickel, is the most dense layer of the Earth.

The core is the most dense part (which is why it's in the center; it sinks relative to everything else). The Earth's core is made of what is probably an iron-nickel alloy with a density of around eleven times that of water.