First, i'll explain what nebula is.
Nebulae "plural" are huge clouds of dust and gasses in outer space. Most of the gas is made up helium and also hydrogen. Nebulae are very big and can be be many light years away.
Planetary nebula is very different from the other kinds because planetary nebula contains old stars inside it. These nebulae are made from stars that are dying out. The dying stars start changing into red giants.