It means only one particular star, even though it's not named.
In the sentence, "the star is much brighter than the sun," the phrase "the star" suggests that it refers to a specific star that the speaker is referencing. It doesn't imply all the stars in general, nor does it specify a particular star by name. Without additional context, it would be natural to assume that the speaker is comparing the brightness of a specific star to the sun. However, to be certain, it would be helpful to understand the context of the conversation or the specific star being discussed.