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Go to Filter > Noise > Add Noise... Set Amount: 30%, Distribution: Gaussian, be sure to set check box on Monochromatic, then click Ok.
Now we have a little excess star remove the texture to be more natural. Use Cmd/Ctrl + L to change Levels adjustment for this layer (Image > Adjustments > Levels...). Set Input Levels for black point to 150 and click Ok. As you can see the noise was like a stars. Set Blending mode "Screen" to this layer for show background color.
To make a bigger stars, Duplicate stars layer (Cmd/Ctrl+ J or Layer > Duplicate Layer). Use the Free Transform tool (Ctrl/Cmd+ T or Edit > Free Transform) to resize scale to 200% proportionally. Be sure to move both layers with the stars texture under colored layer.
Created texture seemed to me a bit of like pattern and I decided to diversify its. I create brush from usual "Oil Pastel Large" brush (it is in a standard set of Photoshop brushes), but I modified it. Select brush "Oil Pastel Large" and press F5 to move in Brush settings.
Make settings for each value like shown in the images below. This is a simple brush with varied changing angle. Be sure to save this brush, because it will be needed us in future. You have two options, you can use the Eraser Tool (E) or add Layer masks to both stars layers and remove needless on it (I recommend the second way, because then you can correct the position of the stars, if you do not like something).
Add a Layer mask to each star layer (Layer > Layer Mask > Reveal All or use icon on Layer panel). Use Brush Tool (B) with created brush (Size: 400px, Opacity: 70-40%) to remove excess stars texture. Try not to repeat the previous layer mask and put stars in the same place. Make texture varied and where you plan to place Nebula (or the main object). It is important to make the texture varied that there were clusters of stars, and some parts.
Now I have created a nebula. It's very simple, create new layer (Cmd/Ctrl + Shift + N). Use Elliptical Marquee Tool (M) and draw an ellipse almost the entire width of the worked area. In principle, not necessarily to use this tool. You need to create an area desired shape. Right click on the circle and select "Feather", enter of feather radius 45px and click Ok. This is to soften the edges of the future nebula.