Distant Nebula

The Distant Nebula, also referred to simply as the heavens, is a location mentioned in the Legend of Zelda series. According to legend, it is the home of the three Golden Goddesses: Din, Farore, and Nayru.

The Legend of Zelda: A Link to the Past
The Distant Nebula is spoken of in the game's prologue and within the Book of Mudora. It is stated that according to ancient Hylian scrolls, the Distant Nebula was once home to the three Golden Goddesses. One day, however, they left the Distant Nebula and descended upon chaos, creating the land of Hyrule and its surrounding realms.

The Legend of Zelda: Ocarina of Time
Although never referred to as a "nebula", the Great Deku Tree speaks of the heavens from which the Golden Goddesses descended when he is telling Link about the Triforce.

The Legend of Zelda: Twilight Princess
Lanayru tells Link that the Golden Goddesses left the world and returned to their home after finishing their work in Hyrule.