Well, here's the evidence of accretion disks, something Ishina talked about earlier.
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That's a star called Fomalhaut in the middle, you don't see much of it but there's a reason behind it. It's about 2 times larger than our sun, and it's about right around the block as it is 25 light years away from the sun. It's a very young star, only about a 150 million years or so, that's pretty young as far as stars go, the sun is about 5 billion years old. Since this is a very young star, you can see that it still has its accretion disk (dust disk). It's got a planet, too. So, here's the evidence for planets forming in the accretion disk around the star.
The reason we don't see them very often is because you need to look at young stars to find them, and accretion disks themselves are very hard to see. The stars are a lot bigger and brighter than the accretion disk itself. It's kinda like watching a watching little breadcrumbs in front of a very bright light. In T Tauri stars, stars which are in the latter part of their formation, it's hard to see because the star is still cocooned in the dust cloud which absorbs the light, making the insides hard to see. In the picture above, astronomers had to block out the star light in order to see the faint ring.
Given all the conditions you need to see a protoplanetary disk or accretion disk, the picture above is pretty rare and special.
Picture fixed.