Why can we see objects in space? Like the Sun, stars, the moon and other planets.

The sun, stars, and the moon is because for light, either their own, or a reflection of another star's light. The planets in our solar system is with the same principle. Exoplanets however are to far away to be "seen", so instead scientists use methods either seeing a star's light flash, meaning that a planet passed in front of it, or they'll look for a wobble from the star itself, meaning that the gravity of planet is affecting it's star.

They are bright or very large. The sun is far away, for example, but it is so large and so bright that we can see it.