The technical definition for nebula is a diffuse mass of interstellar dust or gas or both, visible as luminous patches or areas of darkness depending on the way the mass absorbs or reflects incident radiation. They are most often comprised mostly of hydrogen, though they also contain quantities of helium and tiny particles or grains of solid matter. These dust clouds are barely visible from Earth, appearing fuzzy to us even with the aid of common telescopes. The most famous naked eye nebula is Orion's Nebula, which is located in the constellation Orion, just below the belt in the sword of Orion.
Nebulae may be hundreds of light years across and have a total mass of up to 1000 solar masses. The density of these "clouds" cannot be compared to clouds, as we know them in our atmosphere. Only in interstellar space, compared to the near vacuum can they be considered clouds with a density of 1 x 10^7 or 1 x 10^9 particles per cubic meter. (Our atmosphere at sea level has approximately 2 x 10^25 particles per cubic meter.)
The following three types of nebula, reflection, emission, and dark, are often associated with star forming regions and are distinguished by their apparent characteristics, as I will now describe. You may sometimes see reference to diffuse nebulae (nebulae being multiple nebula). Some astronomers will often describe combinations of reflection, emission and dark nebulae in star forming regions as diffuse nebulae. Reflection nebulae, most simply described, are clouds of dust and gas that are able to be seen to us because they reflect the light of nearby stars.
The nebula within the Pleiades Star Cluster is a reflection nebula, with its dust particles being of a highly reflective material, reflecting the light of the surrounding stars. The stars in the Pleiades Star Cluster were all born of the same nebula and the remaining gases are the remainders of that.
There are also many classifications of nebulae. Planetary nebulae are named thusly because they resemble a planet in smaller telescopes. They actually have nothing to do with planets. These nebulae are the expelled gases from the star near the end of its life. Our own sun, along with 95% of all stars (according to the University of Calgary's Planetary Nebulae web page), will become such a beautiful sight in about 5,000,000 years (much to the dismay of human life).
Galactic nebula is another taxonomy of nebulae. You may also run into the term extragalactic nebula. This term referred to those objects that are theorized to be outside our galaxy, thought to be nebulae. Also many star clusters were so distant that they looked fuzzy were called nebulae at the time. Although these galaxies and clusters contain dust and gas (nebulae) they are not in and of themselves nebulae.
I am using the term galactic nebulae loosely as it was a term used in one of the web pages I surfed on through doing the research for this project and I find it relevant, as many of these other nebulae are in fact other galaxies. For instance if you pick up an old astronomy book you will find reference to the "Andromeda Nebula", which we now know is actually the Andromeda Galaxy.
This concludes all the information I know on what a nebula is, where you can find them and how easy they are to see. I personally prefer the one in the constellation Orion, but I do think that the "Andromeda Nebula" is very gorgeous as well.