Orbit. [Points to a teacup.] Pretend this is the sun. [And picks up whatever cookie hasn't been eaten and moves it around the teacup.] And the cookie is a planet. Orbiting means something moves around another object in a near circle because of it's gravitational pull. [And sets down the cookie.] The sun is actually a large object, far larger than the planets orbiting it and there's usually several planets orbiting. Objects that have formed in space and pull things around it.
That's also why the moon goes across the night sky. The Earth is larger than it and since it's so close to the Earth, it orbits it because of Earth's own gravity.
And all the stars in the night sky are in similar systems. A sun with a bunch of orbiting planets. And something in the middle of a huge cluster of stars makes them orbit around them.
And those big cluster of stars orbit around something in the center of the universe that's even larger, supposedly. Or just flying through space randomly.
Either way, everything in the night sky is always moving through space.