Our galaxy is called the Milky Way, and is a collection of stars, dust, and gas. It is called a spiral galaxy because if you could view it from above or below, it would look like a double-ended spiral. Our Sun is located on one of the arms of the spiral.
The Milky Way contains somehwere between 100 and 400 billion stars*, and atleast that many planets. While not all stars have planets orbiting them, most stars DO, and at least 1 Iin 6 stars have an Earth size planet orbiting them.
Nebulas, which are big clouds of gas and dust, can be found all through the Milky Way. These clouds are usually made of hydrogen and helium, but can also contain heavier elements like carbon, oxygen, and nitrogen. Nebulas are important for the birth of new stars and the formation of planetary systems.
*scientists can only estimate based on informed guesses, and knowledge of the total mass of the galaxy.