The shine of the stars is because of the fact that star is a ball of very hot gas, which shines by its own light. The twinkle of the stars is caused by substances in the air between the star and the Earth.
The unsteady air bends the light from the star and then it appears to twinkle. Our Sun is also a star and is neither very big nor very bright. But still, the other stars look smaller than it, because they are so distant from the Earth. By studying the differences on the spectra of the stars, the astronomers are able to know about the colour, the temperature and even the chemical composition of the stars.
Below Stars Shine info from Wikipedia (Read More):-
For most of its life, a star shines due to thermonuclear fusion in its core releasing energy that traverses the star's interior and then radiates into outer space. Almost all elements heavier than hydrogen and helium were created by fusion processes in stars. Astronomers can determine the mass, age, chemical composition and many other properties of a star by observing its spectrum, luminosity and motion through space. The total mass of a star is the principal determinant in its evolution and eventual fate. Other characteristics of a star are determined by its evolutionary history, including the diameter, rotation, movement and temperature. A plot of the temperature of many stars against their luminosities, known as a Hertzsprung-Russell diagram (H–R diagram), allows the age and evolutionary state of a star to be determined.
http://en.wikipedia.org/wiki/Stars
