The NightSky game is made of multiple stages, each with multiple scenarios. In the scenario selection screen, some are marked with a hollow star, others aren't. What's the difference?
A star in a level indicates there is a hidden exit to be found.
It is usually a hidden path, slightly outside the main path. Once found, the screen will go black and a big star will show up, and the game will continue to the next scenario.
The hidden stars (hidden exits) will unlock some extra levels at the "Slightly Nonsense" area. There are hidden 12 stars, you need 6 to unlock the first set of the levels, and 12 for the second set.
At the level selection screen, a hollow star means you haven't found it yet, and a filled (white) star means you have found it.