On the 4th day, G-d created Sun, Moon and the stars.
Besides the Moon, Mercury, Venus, Mars, Jupiter, and Saturn were known since ancient times (not mentioning the existence of the real stars).
Rambam (based on the Geeks) mentions that the planets reside on a different Firmament than the stars, but mentions no physical difference.
(As I realize even the idea that the Moon's shining comes from the Sun's light and it doesn't have the light of its own is not original in Judaism as the verse says "שני מאורות גדולים").
Does anybody in our sources mention the difference between a planet that does not have the light and a star?