When it comes to finding the right colour combination, it’s a matter of trying and seeing what works. Remember, Google images is your friend! If you are stuck, have a look at some images of space theme games or actual nebula photos. Try colour schemes that work in those shots, vary them and build your own from there.
When creating space backgrounds, keep in mind that usually, the background is not the main focus of the game. Too much colour, detail or contrast can easily distract from the gameplay.