M16: Stars from Eagle's EGGs; Credit: J. Hester, P. Scowen (ASU), HST, NASA
The Universe did not come into being with stars; they had to form as the universe cooled. The first stars formed over 10 billion years ago, and telescopes do not yet have the power to watch the first stars form. Fortunately, since then, multiple generations of stars have formed, and at this time, we can still watch new stars forming.
The material out of which stars form --- hydrogen and helium --- was mostly created in the Big Bang. This material is seen as clouds of gas and dust in our Galaxy, blocking the light of more distant stars. In order to form a star, the gas and dust clouds have to break into fragments, which collapse to form proto-stars. However, two effects impede the collapse of a star. The first effect results from the random thermal motion of the gas. This exerts a pressure that counteracts gravity. For the gas to collapse, the gas must cool, by radiating away its energy as light.
The second effect is a result of the fact that the gas would have been moving before it collapsed. As gravity pulls the gas inward, it still wants to keep moving in the same direction it was at the start. As a result, the gas starts rotating around the center of the cloud. The inertia of the rotating gas (or, more technically, its angular momentum) results in what is sometimes called the "centrifugal force," although it isn't really a force at all. Nonetheless, the inertia of the gas prevents it from collapsing further. Unless something is done to remove the rotation, the collapsing gas will end up disk-shaped, and not particularly dense. Astrophysicists still do not understand fully how the rotation of the gas is shed. One idea is that magnetic fields capture and fling some of the gas out of the cloud, removing some angular momentum and allowing the rest of the cloud to collapse. However, this process is difficult to observe and model.
Once these two effects are overcome, gravity takes over, and the interior of the proto-star gets hotter. When it gets hot enough, hydrogen starts burns into helium, and the ball of gas and dust becomes a star.
Finally, although our Galaxy contains many clouds of gas, most of them do not appear to be collapsing. Astronomers believe that something external triggers the collapse of a cloud to form stars, such as pressure from the light of other stars, or the shock wave produced by a supernova. The image above shows the early part of this process, in which gas is being compressed by the light of nearby, bright stars. The clouds are breaking into many fragments, each of which will form at least one star. Most stars seem to form in large groups. Astronomers take pictures like the one above in order to learn what causes clouds to collapse, how many stars form from a cloud, and how big the resulting stars will be.