Nebula means "Cloud" in Latin.

A nebula is an interstellar cloud of hydrogen, helium, plasma and dust. They are often called "stellar nurseries" because stars are "born" within them.

There are many types of Nebula, some stars have nebula's around them when they approach the final stages of their lives as in Wolf Rayet stars.

Diffuse nebula which are nebula which have no defining shape or boundary.

Dark nebula are so dense that it obscures the light from the background

(Such as the Horsehead Nebula),

or that it blocks out background stars

(Such as the Coalsack Nebula).

Reflection nebula are clouds of dust which are simply reflecting the light of a nearby star or stars. Such as the Witch Head Nebula.

Emission nebula is a cloud of ionized gas (plasma) emitting light of various colors. Such as the Eagle nebula.

Planetary nebula which forms from the shells of stars when they transform into white dwarfs. Such as the Cats Eye Nebula

Protoplanetary nebula which is formed from the rapid creation of a star via stellar evolution. Such as the Egg Nebula

Supernova remnants, the remains of a massive star when it explodes in a supernova explosion The resulting expanding shell of gas creates a diffuse nebula. Such as the Crab Nebula.