Hi Margaux,
I'm not sure I fully understand your question. All stars have mass - our Sun is a bit massive for a star with most stars having less mass than the Sun. In terms of 'exploring' them, I'm not sure what you mean. If you are thinking of exploration the way we've put rovers on Mars or dropped a probe on to the surface of Saturn's moon Titan then no we can't do that for a number of reasons. The primary issue is that stars are generally too hot and we can't protect against that. A secondary reason is tha, other than the Sun, most stars are too far away for us to get to in any kind of reasonable time frame. Also, most of the Sun is gas, so that you wouldn't be able to stand on it until you reached the denser core.
I hope that answers your question.
Best,
Christina