The term celestial body is as expansive as the entire universe ,both known and unknown.By definition a celestial body is any natural body out side of the earth atmosphere.Easy examples are the moon and the sun and the other planets of our solar system .But those are very limited examples .The Kuiper belt contains many celestial bodies.Any asteroid is an celestial bodies.
The milky way is the Galaxy that contains our solar system.Its name "milky" is derived from its appearance as a dim glowing band arching across the night sky whose individual star cannot be distinguished by the naked eye. From earth, the Milky Way appears as a band because of its disk shaped structure is viewed from within. In conclusión the Milky way is a glowing band arching across the night sky whos middle part is named the naked eye, and such as the others its a celestial body.
As we know the sun is a giant star which we refer to sun. The sun is the star at the center of the solar system and is by far the most important source of energy for life on Earth. It is a nearly perfect ball of hot plasma, whith convective motion that generates a magnetic field via a dynamo process. Its diameter is about 109 times that of Earth and it has a mass about 330,000 times that of Earth, accounting for about 99.86% of the total mass of solar system. About three quaters of the sun mass consists of hydrogen, the rest is mostly helium, whith much smaller quantities of the heavier elements, neon and iron. And of course it is a celestial body.
The moon is Earths only natural satellite in the solar system, and among planetary satellite, the largest relative to the size of the planet satellite among those whos densities are known after Jupiter's satellite. And it is a celestial body.
A star is a luminous sphere of plasma held together by its own gravity. The nearest star to Earth is the sun .Other stars are visible to the naked eye from Earth during the night, appearing as a multitude of fixed luminous distance from Earth. Historically, the most prominent stars were grouped into constellations and asterisms, and the brightest stars gained proper names. And to conclude the stars are luminous sphere that glow in the night sky.