A nebula is a giant cloud of dust and gas in space. Some nebulae (more than one nebula) come from the gas and dust thrown out by the explosion of a dying star, such as a supernova. Other nebulae are regions where new stars are beginning to form. For this reason, some nebulae are called "star nurseries."
How do stars form in a nebula?
Nebulae are made of dust and gases—mostly hydrogen and helium. The dust and gases in a nebula are very spread out, but gravity can slowly begin to pull together clumps of dust and gas. As these clumps get bigger and bigger, their gravity gets stronger and stronger.
Eventually, the clump of dust and gas gets so big that it collapses from its own gravity. The collapse causes the material at the center of the cloud to heat up-and this hot core is the beginning of a star.