An emission nebula is a cloud of plasma emitting light in many colors. The glowing is caused by a star being near the nebula. There are many types of emission nebula. H II regions are caused when stars are forming and are very hot, causing the plasma to heat up. Planetary nebulae are made when where a dying star has thrown off its outer layers. This causes the core of the star to heat up the plasma.
A nebula's color depends on what chemicals are in it, and how ionized it is. Because most of the universe is made of hydrogen, many emission nebulae appear red. Hydrogen glows red when it is hot. If the nebula is very hot, other types of gas will be heated and the it might also glow blue and green. By looking at which colors are glowing in a nebula, one can figure out what it is made of.