Nebulae are a cloud of interstellar gas and dust. Some nebulae represent stellar nurseries, others represent stellar graveyards.
There are several tipes of nebulae.

Diffuse Nebulae

Diffuse nebulae are clouds of interstellar matter, namely thin but widespread agglomerations of gas and dust. If they are large and massive enough they are frequently places of star formation, thus generating big associations or clusters of stars.

Some of the young stars are often very massive and so hot that their high energy radiation can excite the gas of the nebula (mostly hydrogene) to shine; such nebula is called EMISSION nebula. Emission nebulae are usually the sites of recent and ongoing star formation (like M 42 Orion Nebula).

If the stars are not hot enough, their light is reflected by the dust and can be seen as white or bluish - this is REFLECTIONnebula.

DARK nebulae are clouds of dust which are simply blocking the light from stars behind. They are physically very similar to reflection nebulae; they look different only because of the geometry of the light source, the cloud and the Earth. Dark nebulae are also often seen in conjunction with reflection and emission nebulae. A typical diffuse nebula is a few hundred light-years across ( Horshead Nebula).

Planetary Nebulae

Planetary nebulae are shells of gas thrown out by some stars near the end of their lives ( used up all its central nuclear fuel, it finally ejects a significant portion of its mass in a gaseous shell ). These nebulae quickly expand and fade while their matter is spread in the interstellar surroundings. They have nothing at all to do with planets; the terminology was invented because they often look a little like planets in small telescopes. A typical planetary nebula is less than one light-year across. ( M 57) .Our Sun will probably produce a planetary nebula in about 5 billion years.

Supernova Remnants

When star coming to age (after their giant state or as a white dwarf), explode in a most violent detonation which flashes up at a luminosity of up to 10 billion times that of the sun, called supernova and ejecting the very greatest part of the stellar matter in a violently expanding shell. The nebulous ejecta of supernovae of either type are called supernova remnants. The only supernova remnant in Messier's catalog is the first object, the Crab Nebula M1, . Depending on the type of the supernova, there may be a central remnant
in the form of a neutron star.