The horse-head shape seen above is a dense cloud of gas and dust. It blocks out the red light from the background nebula (glowing hydrogen gas excited by light from the bright stars nearby). Notice that there are many stars above the horse head and few below it. This is because the entire lower half of the image is filled by a black cloud of interstellar gas and dust. It blocks out the light from the many background stars (visible in the top half of the image), and you can only see the stars that lie between us and the dark nebula.
There is interstellar dust in any direction you look. The above view shows a particularly extreme example.