The sun and the solar system are currently in the Local Interstellar cloud. Though this isn't a nebular it is a region of hot gasses with an average temperature of 6,700C. This doesn't mean we a going to get fried, the specific heat of the cloud is extremely low. read more
Earth is not in a nebula. It will probably not be in one either, until the sun dies, at which point chances are that Earth will be thrown out by gravitational effects or vaporized, or sucked into the exploding sun. read more
The Orion Nebula (also known as Messier 42, M42, or NGC 1976) is a diffuse nebula situated in the Milky Way, being south of Orion's Belt in the constellation of Orion. It is one of the brightest nebulae, and is visible to the naked eye in the night sky. read more