There are a great many stars in the sky, some of which form the Constellations. Magnus himself left the greatest tear in the firmament: the sun, sometimes named Magnus. They were created by the Magna Ge, Anuic spirits that fled Creation after the departure of its architect, the god Magnus. Stars are tears in the veil of Oblivion that lead to Aetherius. It was a celestial rock that hung suspended over Vivec City for many centuries before finally completing its descend and impacting the surface of Nirn during the Red Year. Prior to its destruction, Baar Dau was referred to as a moonlet. They will often refer to specific moon phases by the Khajiiti form it is connected to. Khajiit are born in differing forms depending on the current phases of the moons. In Khajiiti legend, the motion of the moons constructs something called the 'Lunar Lattice' or 'Ja-Kha'jay' in Ta'agra, which protects Mundus from the rest of the Aurbis.
Note 1 For the Khajiit, the moons have special significance in their culture. Since Secunda is sometimes seen to transit Masser, it is clear that Masser is indeed larger, not closer. Masser is the larger of the two, well over twice as large by appearance.
Above Nirn there are two moons: Masser, also known as Jode or Mara's Tear and Secunda, also known as Jone or Stendarr's Sorrow.