Protoplanetary discs are wide belts of dust, gas, and small pieces of rock. By themselves they are rather uninteresting. However, they do have one unique property: these structures are responsible for the formation of planets.
Here's an abridged version of how it works: a star forms. Some of the leftover matertial that wasn't incorporated into the star forms a massive disc, which rotates. This rotation disturbes the material, causing it to move about. As it moves around, particles are attracted to each other by gravity, forming clumps. These clumps then attract more particles, which makes the gravitational field stronger, and collects even more particles. Eventually, enough dust and gas clumps together to form a planet. Our own Earth was formed by this process almost five billion years ago.
Scientists have been observing a protoplanetary disc around a star roughly 460 light years away. This is close in astronomical terms, so we can get a very good view of it. As the astronomers were observing it, it suddenly vanished. No trace of it remains. It could be that the dust cooled to where it is no longer visible. It could be an equipment malfunction. Perhaps the dust particles were ejected by solar wind.
Or possibly the stronomers witnessed the birth of a planet.