M33 through a hydrogen alpha filter. Not as good as the pictures I took... Source
Star formation regions are just dense nebulae, clouds of dust and gas floating around in outer space. Because most star formation regions are composed primarily of molecular hydrogen (H2) they are commonly called "molecular clouds". At a certain point these molecular clouds become dense and small enough due to gravitational processes and they begin to collapse. Once they collapse in on themselves they will divide into thousands of chunks that collapse further into protostars where they begin to heat up and burn before they become full fledged stars. It really is a fascinating process, and it's no wonder that many people call these star formation regions "stellar nurseries". They are the birthplaces of baby stars.
Orion nebula. A stellar nursery. Source
Maybe you're wondering how people identify star formation regions. Maybe you aren't wondering that, but I'm going to tell you anyway. Star formation regions tend to be large, cold areas of 70% hydrogen gas. Because their temperatures can hover around 10K they don't emit much light in the visible spectrum, but that doesn't mean that they don't still emit light. These hydrogen molecules are constantly moving around and exchanging electrons, which throws off photons at very specific wavelengths. Observers can locate star formation regions by searching for regions emitting large amounts of hydrogen light. This is done with a device known as a hydrogen filter. There are several kinds of hydrogen filters, but the most common is the hydrogen alpha filter. These filters work by filtering out all light except for light of the same wavelength as the hydrogen emission spectrum.
Hydrogen alpha filter. Source
Horsehead nebula through a hydrogen alpha filter. Source
Looking for hydrogen emission signatures isn't the only way to detect star formation regions, and it might not even be the best. An observer can also look for emissions around 24 microns, that's infrared light. The reason that this works is that protostars emit heavily at around 24 microns. Where there are protostars, there is a star formation region.
Sadly my hydrogen alpha images were not nearly as high quality as most of these images, but they were sufficient for my purposes. Mapping out star formation regions is way more fun that it should be.