Creating celestial bodies?

Since it’s a backdrop, you will need skills in compositing, matte painting, skybox creation, etc.

Your question is too open ended, like asking how to go about building a car.

Some tips:

  • check out NASA for excellent and hi res imagery of space
  • use hi res space imagery to comp your background in something like photoshop/after effects
  • you can paint your own imagery if you are a good artist

good luck with your game!