The correct options are
A Energy is generated in their cores as they become dense.
B Stars are born in them.
D They mainly contain hydrogen and helium.
A nebula is a massive cloud of hydrogen, helium and dust particles. Due to the gravity of the nebula, the particles come closer and hence, the nebula becomes denser which increases the pressure in its core. Thus, energy generation starts in a nebula's core which in turn, increases the temperature. As more and more particles come closer, they finally form a protostar (baby star). The star then tends to get more massive with time.