* Distance: The moon is much closer to Earth than stars. It's a mere 238,900 miles away, while even the closest star (Proxima Centauri) is 4.24 light-years away. That's a huge difference in scale.
* Size: While the moon is much smaller than the sun or even many stars, it's still a large object in our night sky. Its diameter is 2,159 miles.
* Perspective: Our brains perceive the moon as larger because it's close enough to the Earth that we can see its entire surface at once. Stars, being incredibly far away, appear as tiny points of light.
Think of it this way: If you hold a small coin at arm's length, it appears bigger than a distant skyscraper, even though the skyscraper is much larger in reality. The same principle applies to the moon and stars.
Important note: The moon's apparent size does change slightly throughout its orbit. It appears slightly larger when it's closer to Earth (perigee) and slightly smaller when it's farther away (apogee). This is why we sometimes see a "supermoon" - when the moon is at perigee and appears bigger than usual.