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Star
A star, continuously emitting light and heat, is a massive, luminous ball of plasma that is held together by its own gravity. The nearest star to Earth is the Sun. We see many other stars which are visible in the night sky. They have different mass, different distance to the Earth. Therefore the shine of each stars is different in visibility.
Planet
A planet is a celestial body orbiting a star and unable to generate light from within. The Solar System consists of the Sun and those celestial objects bound to it by gravity. These objects are the eight planets. One of them is the Earth.
Natural satellite or moon
A natural satellite or moon is a celestial body that orbits a planet, just like a planet orbiting a star. These objects cannot emit light from themself. They reflect light from stars. The Moon is the Earth's only natural satellite and the fifth largest natural satellite in the Solar System.