They are all at different distances! The closest star is called "Proxima Centauri", or "Alpha Centauri". Alpha because it is the brightest star in the constellation Centaurus, and Proxima because it is the closest star to our Sun. It is about 4 light years away. All the stars that you see are all within our own galaxy, but many of the bright things that look like stars to your eyes are actually whole galaxies that are much farther away. The closest galaxy to us is the Andromeda galaxy, at about 2 million light years distance.

Actually the Magellanic Clouds, small irregular satellite galaxies of ours are closer - they are about 50,000 light years away, but you can't see them from the northern hemisphere; you must live south of the equator to see them. (People in Australia can see them - they look like fuzzy patches in the sky.)

Stars vary greatly in their distances from us. The nearest star is about 3 light years away. The farthest stars are billions of light years away.

The moon is a bit more than a light-second away. The sun is 8 light minutes away. Pluto is 4 light hours away. The nearest star is 4 light years away. Our galaxy is 100,000 light years wide.

The nearest star to the earth is the sun at 93 million miles, but the next nearest known star is Proxima Centauri at 4.3 light years -- about40 trillion miles. The stars you see in the night sky vary enormously in distance from Sirius (24 light years) to Rigel (1500+ light years) to the stars in the Andromeda Galaxy (1.5 Million Light years). Even the fastest current space ships would take tens of thousands of years to reach the nearest stars.