Stars are just big balls of hydrogen and other gases that are so massive that they crush themselves under their own gravity. Crushing themselves increases pressure and if that ball grows massive enough the pressure will grow to be big enough to facilitate nuclear fusion. At which point fusion begins and the whole thing starts to continuously explode and now you have a star. Nebulas are big balls of gas, but gravity hasn’t pulled them together enough to start fusion. It will take a few million years for gravity to do its thing, but when it does either a star will be born, or it wont be massive enough and you get a big ball of gas like Jupiter.
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