While it is true that all objects with mass exert a gravitational force on each other, the force between two objects diminishes with the square of the distance between them. This means that the gravitational force between our sun and a star in another galaxy would be incredibly weak and effectively negligible. For reference, the diameter of our observable universe is 93 billion light-years. Even considering stars within galaxies relatively close to our own - distances typically measured in hundreds of thousands of light-years - the gravitational force would still be minuscule and completely unnoticeable.