Nebulae are interstellar masses of dust and gas. They are classified as:

Diffuse: "Diffuse nebulae are clouds of interstellar matter, namely thin but widespread agglomerations of gas and dust. If they are large and massive enough they are frequently places of star formation, thus generating big associations or clusters of stars. Some of the young stars are often very massive and so hot that their high energy radiation can excite the gas of the nebula (mostly hydrogen) to shine; such nebula is called emission nebula. If the stars are not hot
enough, their light is reflected by the dust and can be seen as white or bluish reflection nebula. As most diffuse emission nebulae also contain dust, they typically have a reflecting nebula component also."- seds.org
Planetary: When a star like our Sun comes to age, having longly burned away all the hydrogen to helium in its core in its main sequence phase, and also (in the consequent red giant stadium), the helium to carbon and oxygen, its nuclear reactions come to an end in its core, while helium burning goes on in a shell. This process makes the star expanding, and causes its outer layers to pulsate as a long-periodic Mira-type variable, which becomes more and more unstable, and loses mass in strong stellar winds. The instability finally causes the ejection of a significant part of the star's mass in an expanding shell. The stellar core remains as an exremely hot, small central star, which emits high energetic radiation.
The expanding gas shell is excited to shine by the high-energy radiation emitted from the central star; the material in the shell is moreover accelerated so that the expansion gets faster by the time. The shining gas shell is then visible as a planetary nebula. In deep exposures, the matter ejected in the Mira-variable state can be detected as an extended halo surrounding many planetary nebulae. -seds.org
Supernova Remnants: Stars which are considerably more massive than our Sun, and have at least about 3 solar masses left after their giant state, can most probably not evolve quitely into an end state as a white dwarf, but when coming to age, explode in a most violent detonation which flashes up at a luminosity of up to 10 billion times that of the sun, called supernova (of type II) and ejecting the very greatest part of the stellar matter in a violently expanding shell. Alternatively, infalling matter on a white dwarf star can cause it to explode as a supernova of type I. The nebulous ejecta of supernovae of either type are called supernova remnants.
The only supernova remnant in Messier's catalog is the first object, the Crab Nebula M1, the remnant of a type II supernova. -seds.org
Dark Nebulae: Although none of them is in Messier's catalog, some of these objects are conspicuous. Unlike the others, the bright nebulae, these dust clouds are only visible by the absorption of light from objects behind them. They are distinguished from diffuse nebula mainly because they happen to be not illuminated by embedded or nearby stars. -seds.org