A nebula is simply a collection of gas and dust in space. The word nebula means cloud or mist in Latin. Most nebulas (or nebulae) have a smoky appearance and they can range in size from 1 AU to hundreds of light-years.
With visual observing, very few nebulas will look anything like the spectacular images found on the Internet. Start by observing a few of the brighter nebulas such as the Orion Nebula, the Swan Nebula, or the Ring Nebula and then try for progressively dimmer objects.