A nebula is a big cloud of dust and gas that occurs in space. There are two causes for nebulae. Some come from the gas and dust that a dying star releases and some are formed in areas where new stars are starting to form. Nebulae exist in the space that exists between stars. This space is known as interstellar space. The closest nebula to Earth is called the Helix Nebula. It is thought to be the remnants of a dying star occurring around 700 light years from the Earth.