Didn’t we already work out they are similar in their spectral output to the Sun, enough to conclude they are the same kind of thing? And observing their movements makes them far away. Do each of us have to do the experiments again to validate that we know what they are?
Something could only appear to be similar to the Sun. We have to trust in observation at some level for all of those experiments to be valid, basically, which means first believing that you're conscious and second believing that you can experience reality and so on from there.
You can never really disprove that some malicious entity is just making you think you're seeing the stars and talking to people, if you want to go back to philosophy about it. There's a bit of assumed faith