The story of the Wise Men following the star is in Matthew 2: 9 “When they had heard the king, they departed; and, lo, the star, which they saw in the east, went before them, till it came and stood over where the young child was.”
Obviously, this star was very close to the Earth. Maybe as high as a modern skyscraper over the place Jesus was. Say 1,000 feet. If it was as far away as the Moon, it wouldn’t be leading them and then stopping over where Jesus was. It was a lot closer than the Sun is. A lot closer than the next star, which is 25,277,000,000,000 miles away (4.3 light years, yes, that’s over 25 trillion miles).
Here’s the problem: the smallest that a star can be is 80 times the size of Jupiter, and Jupiter is over 300 times the mass of the Earth. Smaller than that, and the object can’t undergo nuclear fusion. So, to be a star, it has to be at least 25,000 times as massive as the Earth, and even then it would only be a red dwarf. If you want a white star, it has to be 10 times larger still.
Unfortunately, if anything that size came anywhere near the Earth, our planet would be dragged right into it and disappear like a pebble tossed into a pond.
So either the story of “the star leading them, and then stopping over the house” is complete nonsense, or else you have to say “It wasn’t what we would call a star today – it was a light which they thought was a star, because they didn’t have our modern understanding.” Fine. And by the same reasoning you can say “The Burning Bush with the voice of God wasn’t actually a burning bush with the voice of God, it was a phenomenon that Moses didn’t understand and thought was a burning bush with the voice of God… and the vision of Jesus that Paul had wasn’t really a vision of Jesus, he just thought it was Jesus… and the thing called God all through the Bible isn’t really God, it’s just a series of experiences and phenomena that pre-scientific peoples thought was God, because they didn’t have out modern understanding.”
Congratulations, and welcome to the real world! You are now free of religion. Go in peace.