Are nebulae only visible from a distance? There's plenty of data about the density of nebulae, and obviously they're pretty thin.  This is space, after all, and these things are really, really big.

But I'm wondering about the practical experience of that density.  Are the colorful patterns of gas only visible when you're far away and looking through them, or if you were inside a nebula would you see colors all around you instead of the black of space?  Are any dense enough to obscure the view between planets of the same solar system?  Between a planet and its moon?
The colorful patterns of gas are caused by excitation of gas atoms, e.g. oxygen, from radiation of a nearby star. You would see the same colors as from a distance, as the light is emitted in almost random directions. But you wouldn't see the same region of nebula shining at the same time as seen from Earth, when excitation is caused by a flash of radiation from a central star, because the radiation travels concentrical away from the star, and the distances the light has to travel from the excited part of the nebula to the observer is dependent of the location of the observer.

Light may be scattered non-uniformly by dust-particles, so looking different from differnt positions, e.g. forming a halo around stars, depending of the composition and shape of the particles. The interplanetary dust in our solar system causes zodiacal light.

Our solar system is in an interstellar dust cloud right now, but it's not very dense.

Very dense clouds can form, but would become instable and collapse to a star or a protoplanetary disk, compare this site about dark nebula.