Stars are what happens when you gather enough mass in a small (relatively) enough space that the force of gravity in the core is sufficient to initiate fusion.
There are dust/gas clouds out there that are many times the size of our sun, but they are very diffuse, so therefore have no surface.
There are such things as brown dwarfs, which are failed stars that didn’t quite have enough mass to initiate fusion, but still give off some heat from the formation process. The line is about 8 times the size of jupiter. Once you get an object with about that much mass, it will start fusion in its core and become a star.
As for the tangent, the black holes we know about are actually some of the brightest objects in the sky. Sagittarius A is a supermassive black hole that is also extremely bright. Once you cross the event horizon, nothing can escape a black hole, including light. But, as mass is sucked into a black hole, it is under such severe strains that a significant portion of it is converted to energy (gamma rays, x-rays, visible light, radio waves, etc).
Something like a rogue black hole wouldn’t give off light, because there’s no matter crossing its event horizon. That we really wouldn’t have a way to detect it.
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