Nebula

A nebula is a giant cloud of dust and gas that exists in the space between stars, also known as interstellar space. Some nebulae (more than one nebula) are made by the dust and gas thrown out by the explosion of a dying star, like a supernova. Like the Eagle Nebula, some nebulae are regions where new stars are forming. As gravity slowly pulls clumps of gas and dust together, stars begin to form. As the clumps get larger, their gravity gets stronger until the clump gets so big that it collapses from its gravity. This collapse causes the material at the center to heat up, and this newly made hot core is the beginning of a star. Even though they may not look like it, nebulae are always in motion, the clouds mixing and churning, creating magnetic fields. The closest nebula to earth is the Helix Nebula which is 700 light-years away. Some more well-known nebulae are the Orion Nebula, the Horsehead Nebula, and the Crab Nebula. 

Sources: spaceplace.nasa.gov, space-facts.com