Dear Monica,
The stars we see at night are all from our own galaxy, the Milky way. You can see three extra-galactic objects if you are in a dark sky (Andromeda Galaxy from the Northern Hemisphere and the Large and Small Magellanic Clouds from the Southern Hemisphere). Of the stars that we see, we have three general kinds, a large number of nearby stars that are smaller and fainter than the Sun, a few like the Sun that are far away, and thus look dimmer, and a large number of bright stars that are actually intrinsically quite bright, as supposed to being dim but nearby.
Isabel Hawkins