1. Stars: These are giant balls of hot, glowing gas that produce their own light and heat through nuclear fusion. Our Sun is a star.

2. Planets: These are large celestial bodies that orbit a star and do not produce their own light. They are often round due to their gravity. Examples include Earth, Mars, and Jupiter.

3. Moons: These are natural satellites that orbit planets. They do not produce their own light, but reflect the light of their star. Our Moon is a natural satellite of Earth.

4. Asteroids: These are rocky, irregularly shaped bodies that orbit the Sun, mostly found in the asteroid belt between Mars and Jupiter. They are much smaller than planets.