Galaxy
A galaxy is a group of billions or even trillions of stars, gas and dust which are held together by gravity.
Star
A star is a giant ball of gas which is held together by its own gravity.
Planet
A planet is an object in space which rotates around a star.
Moon
Moons are natural satellites of planets. This means they rotate around planets and are held in orbit by the force of gravity of the planet.
Asteroid
An asteroid is a small rock orbiting the sun.
Comet
Comets are similar to asteroids in that they rotate around the sun and are small, but they are made of ice and dust.