[Puke]

actually, you cant create a star in a nebula system. the only time there are planets in a nebula (or any non standard) system is when the game needs to place homeworlds and has run out of regular systems to do it. so most will be empty.

What you CAN do though, is use the stellar manip component that blows up a star and turns it into a nebula. this will leave a nebula system with asteroid fields where the planets used to be. you can then stelar manip the asteroids into planets and colonize them. sense the components needed to do that are far down the tech tree, its likely that by the time you do it, everyone will have sensors good enough to see through the nebula anyway.