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This is a photograph taken at night through my telescope, using a special camera made for "astrophotography" called a CCD camera. It captures a small patch of the night sky, and it happens to be a portion of a star-forming region in the constellation of Orion. Star forming regions like this are gigantic clouds of mostly hydrogen and helium, with some heavier elements mixed in, which eventually condense to form stars (over millions of years). The light from the stars lights up the gas, making it visible. The gases have different colors and densities, depending on their composition. The Horsehead Nebula is simply a formation of dark-colored gas, shaped like a horse's head. It's near the center of the image. The photo I posted is a black and white photo, but a color photo will show reds, blues, greens, etc. at various locations in the image. I will be trying one of those soon.
BTW, you can't see this with your naked eye just looking up at the sky. To see it at all you need to look through a telescope. But even looking through a telescope, it would be much fainter and you would see much less detail than this image. But with a camera taking 30-second exposures, a lot more detail is captured, especially if you take more than one image and "stack" them using special software. The photo I posted used 30 stacked images.