... For example, take this new picture of an object in space called a planetary nubula it actually has nothing at all to do with planets! A planetary nebula is an object that forms when a star like the Sun (our nearest star) runs out of fuel. ... The star also loses its outer shells of gas, which float off into space. ... Cool Fact: Some planetary nebulae (when you talk about more than one nebula, you call them nebulae ) have two symmetrical clouds of gas on either side of the central star. ...