Short answers, pulled from the story.
The comic book version of Nebula first appeared in The Avengers issue number 257, published on July 1985. Writer Roger Stern and artist John Buscema created the character for that specific issue.
Karen Gillan portrays Nebula in the Marvel Cinematic Universe film series. She was cast by director James Gunn after her test was declared the favorite out of the film's cast.
Thanos replaces pieces of Nebula with cybernetic parts after every loss she suffers against Gamora during their forced fights. This process transforms her from a human into a cyborg over time.
An alternate variant of Nebula from before the events of Guardians of the Galaxy appears in Avengers: Endgame where she is killed by her prime self. Her prime self hacks the Quantum Tunnel to bring Thanos and his army to the main timeline before being confronted and executed.
The characters makeup took approximately four-and-a-half hours to be applied on the first day of filming. For the sequel, the application time decreased to two and a half hours after Gillan only had to shave half of her head.