Plasma physics is concerned with the studies of hot, diffuse gases, where the electrons are dissociated from the atomic nuclei. These plasmas can range in temperature from several thousands to several hundred millions of degrees.
Lightning is a natural example of a plasma.
A neon light is a man-made example. Broadly speaking, plasma physics research can be divided into two branches. One is concerned with understanding natural plasma phenomena. Stars, including our Sun, are big balls of hot, dense plasma. Interstellar space is filled with a dilute, relatively cold plasma.