Stars twinkle when viewed from Earth, but not when viewed from space. The twinkle is caused by the effects Earth’s atmosphere has on starlight, which comes from very far away. Planets, viewed from earth, don’t twinkle, because they are much, much closer. For this reason, however, closer stars twinkle a little less.
“Shooting stars” or “falling stars” are not stars at all, but meteors and meteorites which burn bright as they enter the earth’s atmosphere and experience friction with the air. These are typically mostly space rock and dust, and meteorites make it to the surface while meteors burn up entirely in the atmosphere.
Our sun is big, bright, and warm in the summer sky, but is still about 93 million miles away. That means even at the mind-boggling speed of light, if takes sunlight 8 minutes and 20 seconds to reach Earth.