A star is a big lump of mass that is so big that its own gravity stash it until a nuclear reaction ignites. The star then send off light and other rays and particles. As to why they are there – I’d say that they exist because the fundamental laws of phyics mean that they must exist. Wherever enough in dense enough in space (think of an enormous cloud of gas in space) the laws of gravity imply that that mass will aggregate (pull together). Other fundamental laws, regarding the interactions between atoms, means that if atoms are squash together tightly enough then a nuclear fusion reaction will take place. The next interesting question is why the laws of gravity and nuclear forces are the way they are, and that is a profoundly deep and difficult question which no-one has the answer to!
Regarding the stars out last night, assuming that it was clear where you are 😉 the stars would mostly have been between 1 and 10 billion years old. However, stars are being created and are dying ( either by exploding or by fading away as they run out if energy) all the time. So there’s always the slim chance that you’ll look up into the stars and see the final moments of a stars life – a supernova – one of the most exciting discoveries an astronomer can make.
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