Stars actually form out of gases in cold dense interstellar molecular clouds. This is a matter of both observation and theory. As you can see from pictures of the Milky Way, for example in Cygnus, in Scorpius and Ophiuchus, and in the Coalsack in Crux, we observe the dense interstellar molecular clouds as dark nebulae silhouetted against the bright Milky Way. We also observe young stars (massive OB stars, T Tauri stars and Herbig Ae-Be stars) concentrated in areas of dark and bright nebulae, indicating that the stars have formed from the dense interstellar clouds.
As for the theory, Sir James Jeans (1877-1946) established the stability conditions for an interstellar cloud, and, in particular, the minimum mass (the 'Jeans mass') above which the cloud will collapse under its own gravitational attraction. See
Jeans instability - Wikipedia and Jeans, J.H. (1902), 'The Stability of a Spherical Nebula',
Philosophical Transactions of the Royal Society A,
199: 1-53. If you can read the paper and refute Jeans's calculation, let me know; better still, submit your own paper to
Philosophical Transactions and explain to them why Jeans was wrong.