A star is a huge shining ball of super-hot plasma (electrically charged gas). it starts nuclear reactions that release energy as light due to the great temperature and pressure inside.
Our nearest star is the Sun. Proxima Centauri or Alpha Centauri C is the nearest star of the Sun, which is on an average 4.2 light years (40 trillion km or 25 trillion miles) away.
Stars are so far from Earth that they are just pinpoints and weak light sources, normally not visible for the brightness of sun at the day time. At night, they become visible in the absence of Sun, they also twinkle because some of the light beaming from them is knocked off course by the gases of our atmosphere in Earth.