First, you have to know what is stars.
What is a Star?
A star is a ball of gas held together by its own gravity. The force of gravity is continually trying to cause the star to collapse. This is counteracted by the pressure of hot gas and/or radiation in the star's interior. This is called hydrostatic support. During most of the lifetime of a star, the interior heat and radiation is provided by nuclear reactions near the center; this is phase of the star's life is called the main sequence. Before and after the main sequence, the heat sources differ slightly: before the main sequence the star is contracting, and is not yet hot nor dense enough in the interior for the nuclear reactions to begin. During this phase, hydrostatic support is provided by the heat generated during contraction; after the main sequence, most of the nuclear fuel in the center has been used up. The star now requires a series of less efficient nuclear reactions for internal heat, before finally collapsing when these no longer generate sufficient heat to support the star against its own gravity.
Conclusion:
A star is a massive, luminous ball of plasma that is held together by its own gravity.
Then, you'll see that stars are actually planets! And, you should know, that there are lots of planets in the universe!
For further information, go to the following links:
http://imagine.gsfc.nasa.gov/docs/science/know_l2/stars.html
http://en.wikipedia.org/wiki/Stars