* Sun: The Sun is a star, and it does give off its own light. It generates light and heat through nuclear fusion in its core.
* Earth: Earth does not give off its own light. We reflect the Sun's light, which is why we see a bright blue planet.
* Moon: The Moon does not give off its own light. It reflects the Sun's light, which is why we see different phases of the Moon depending on how much of the sunlit side is facing us.
* Planets: Planets in our solar system do not give off their own light. They reflect the Sun's light.
In summary: Only the Sun, a star, gives off its own light. The other celestial bodies we mentioned reflect the Sun's light.