Nebulas are big glowing clouds of gas that are usually powered by stars inside them. Frequently they are formed when a star goes supernova. This is unrelated to your question, but they are worth looking at anyway. The hazy egg shape above Andromida is an entire small galaxy. The other is below the galactic center in the picture and overlays the outer fringes of one of the spiral arms.
Galaxies do fall into groups and groups of groups.
Andromeda is the largest galaxy in our local group of galaxies and is fairly close. Our local group along with other groups in our general area seem to be rushing along towards something called the great attractor which seems to lie in a fairly unremarkable chunck of the sky. The galactic groups seem to be organized into irregular thin cobwebby shells that enclose really huge areas of nothing and this is true as far away as we can see. The further we look, the faster things seem to be rushing away from us, but we think this is due to the expansion of space itself. I happened to know that this term is used in other fine arts settings such as theaters and actually TV shows, not just re symphonies.