Stars are big nuclear reactors. They take small atoms like Hydrogen and squish them together to make bigger atoms like Helium. When they do this energy is released and some of this energy is the light that we see coming from the stars.
Good question! Processes of fusion of some of the elements which make up the Universe going on in the star give out large amounts of energy which we see as light shining at us in the night sky. How bright a star shines at us depends on its distance from us and its temperature :).