There are asteroids, which are rocks that fly through the space, and meteors which are pretty much the same. The only difference is their sizes. There are also planets, big and small. The moon, the dwarf planet Pluto, and many more. There are probably thousands of other planets that we haven't quite yet discovered. Soon we will though. There are also billions of stars, such as the sun, and some others we don't have names for that form constellations.
Hope this helped!!