A nebula is an enormous cloud of gas atoms and tiny particles. Even the smallest nebula are much larger than the Solar System, while the largest are hundreds of light years across. New stars are formed inside nebulae. Some dying stars are thrown out of the nebulae. Some nebulae appear bright, while other dark . The bright ones are either reflecting starlight, or glow because their atoms are affected by the energy given out by nearby starts. Dark nebulae appear as black starless areas, since they are absorbing light from stars beyond. Normal nebulae are so thin that the Earth could pass through one without our noticing anything unusual. But there are so many in our Galaxy, and they are so huge, that there is probably as much material in them as in the starts. Some certain small dark spots, which are actually new stars in the making.
image source: palatin-project.de/PicsNews/Nebula-1280×1024.jpg