Final answer:
In our solar system, there are planets, the Sun, and asteroids. Nebulae, however, while they are associated with the formation of star systems, are not a part of our solar system itself.
Step-by-step explanation:
The solar system contains various components and objects that all orbit around the Sun. Within our solar system, we find planets, which include the eight major planets starting from Mercury to Neptune. In addition, smaller objects such as asteroids also exist, mainly found between Mars and Jupiter, known as the asteroid belt. However, nebulae are not typically considered as part of our solar system since they are vast clouds of gas and dust found in interstellar space, from which star systems like ours can form.
Thus, in response to the student's question, the following are found in our solar system: planets, the Sun, and asteroids, but nebulae are generally not part of our solar system.