What is the initial stage of all stars?

nebula

black hole

supernova

white dwarf

I think stars begin formation in a nebula

Answer: Nebula

Explanation:

Nebula is a stellar nursery. Stars take birth in the molecular cloud of dust and gases - Nebula.

This molecular condenses and forms a core which spins and gathers even more mass and becomes bigger. This process increases temperature and pressure at the center which ultimately starts nuclear fusion reaction giving birth to a star which liberates energy in the form of heat and light.

Black-hole is the end stage of a massive star.

Supernova is a stage which precedes formation of a neutron star or a black-hole for a massive star.

White dwarf is the end stage of an average mass star like sun.