What are the Magellanic clouds composed of?

The Magellanic Clouds are made of stars, gas, dust, and probably planets because they are galaxies, just like our own Milky Way Galaxy.

Taken from the Wikipedia article on "Magellanic Clouds"

They are different from our galaxy in two main ways: first, they are gas-rich; compared to the Milky Way, a larger fraction of their mass is made up of hydrogen and helium. Secondly, they are more metal-poor; the youngest stars in the LMC and SMC have metallicities of 0.5 and 0.25 times solar, respectively. Lastly, both are noted for their young stellar populations and nebulae; however, similar to our own galaxy, their stars range in age from very young to very old, indicating a lengthy stellar formation history (Chaisson and McMillan).

The Magellanic Clouds are a group of irregular dwarf galaxies near the Milky Way consisting of gas, dust, and stars.