The Sun is never directly overhead at any time in the continental United States. The only part of the U.S. that sees the Sun directly overhead is in Hawaii, and that only happens twice each year.
The Sun is not actually "on fire" (though it sure looks that way!). The bright light that we see is a result of fusion, which happens in the Sun's core where temperature and pressure is very high.
The phases of the Moon are all about your point of view. Half of the Moon is always lit up by the Sun. As the Moon orbits the Earth, we see that Sun-lit part of the Moon from a slightly different angle every day. Those changing views are what cause the Moon's phases.
The Moon spins on its axis, just like Earth does. The Moon completes a full rotation once every 27.3 days...but it also just so happens to orbit the Earth every 27.3 days. That's amazing! And because it does both at the same rate, we only ever see the same side of the Moon facing us.
Not every culture sees a picture of a "man in the Moon" - in some countries, the traditional image seen in the Moon is a rabbit. In other cultures, people have imagined a frog, a buffalo, a woman, a moose and even a dragon.
The Moon is often visible during the day. The only phases of the Moon that we can't see during the day are a full Moon and the new moon. The new moon is up in the sky during the day - but only its back side is lit by the Sun so we can't see it.
All of the stars in a constellation are nowhere near each other. Stars are so far apart...well, we can't even grasp how far apart they are. And the stars in constellations that we see only look that way because of where we live in space - if you viewed the stars in a constellation from a different point in space, you would likely see a completely different pattern!
We see different constellations at different times of the year. In the Northern hemisphere, some constellations, like the Big Dipper, are visible year-round, but will be higher or lower in the sky. Some constellations are only visible at different times of the year. Countries in the Southern hemisphere see some constellations that people never see in the North, and people in the Northern hemisphere see some that people in the South never see!
Lots of different cultures have different constellations. The constellations that you may be familiar with - Orion, Gemini, Ursa Major - are based in Greek and Roman mythology. Many cultures imagined very different images in the stars. Search the Internet for some of these different constellations, and then see if you can find them together in the sky.
All stars are not the same size - just like us, every star is different. For stars, it is really about mass - in general, more massive stars are larger and give off more light and heat. Those more massive stars die more quickly too.
All stars are not the same color - we think of stars as shining white, but stars that are cooler than our Sun appear a little bit orange-y; and the hottest stars appear almost blue.
The stars don't go away during the day - it's just that the Sun and the sky are so bright, that in comparison we cannot see the much dimmer stars. Sometimes you CAN see what looks like a star during the day. Most likely that very bright-looking star is actually a planet, like Venus.
Despite what movies might lead you to believe, sound cannot travel in space! Sound travels by vibrating molecules in a solid, a liquid or a gas. Outer space has very, very few molecules to help transmit sound waves. So next time you watch a movie with a loud explosion in outer space, just shake your head because you know better. Then hit "mute" on your TV to hear what it would really sound like.