A Planetary Nebula is a type of 'emission nebula' seen in astronomical observations. They consist of an expanding, glowing shell of ionized gas which was ejected from 'red giant' stars at a late stage in their development.
About 20% of the nebulae are roughly spherical (as might be expected) but the majority are not spherically symmetric - some dramatically so. The mechanisms that produce such a wide variety of shapes and features have not yet been explained.
See: Wikipedia
For an example photo, see M57(a.k.a. NGC 6720) courtesy European Space Agency website.
NOTE: The term 'planetary nebula' originally used in the late 1770s, is a misnomer - they are unrelated to planets or exoplanets.