Good question and just the kind of thinking that sets us apart from other species. Curiosity, is the key to progress.
Turns out we can see planets in the night sky. They just appear, to the naked eye, to be other stars. What sets them apart is their apparent motion. Stars don't move from night to night, year to year. They are fixed points of light. If you look at some of those points of light they move in the sky and some of them disappear only to come back at another time of year.
The ancients spent all that time looking at the stars and remembering which ones moved. This is something that boggled my mind when I first realized it.
Venus, Jupiter, Mars can all be seen frequently if you know where to look.
Stars are simply suns much like our own. Some of them have planetary systems like ours. Our Sun, Sol, appears large and we can feel warmth from it because it is relatively close to us. Other stars in the sky are incredibly far way. Our sun is just 93,000,000 miles away while any other star's distance is measured in the trillions of miles.
By the way, our sun's name is Sol,as I mentioned before, hence the name of our association of planets is called the Sol-ar system. Any other system of stars and planets is known by it's star's name.
God bless and please keep asking questions. That is homo sapiens best chance for success.