Star
Star is a luminous sphere of plasma that burns to produce heat and light. It is a luminous body and this makes it responsible for our vision.
A galaxy is a system of stars, gas and dust held together by gravitational force.
Milky way contains the galaxy and the solar system.
This means that milky way is made up of:
Sun
The eight planets
Asteroids
Meteoroids
Comets
Other stars
Gas
Dust
