The gases in a nebula like the Rosette start out as very cold and very spread out. The denser clumps of gas begin to collapse into even denser regions and begin to heat up. These globules have a temperature of about 440 degrees below zero, which doesn't sound like much, but they are still warmer by a few degrees than the gases in the nebula that surrounds them. Over millions of years, globules slowly condense until they reach a temperature and density sufficient for a thermonuclear reaction to occur. Hydrogen begins to form into helium.
Energy is released in massive quantities.
The central cavity is a remarkable 70 light years in diameter, leaving a ring of gas only 25 light years thick. Of course, when the stars in the cluster formed, they sucked up a lot of the gas in that area. However, a second force is at work. The star cluster is composed of hot, new stars, which are intensely active. So we shouldn't pity the Unicorn after all.