One way to settle the matter is with a pair of binoculars or a telescope, but if you don't have those handy, gaze at the object for a few minutes. If it doesn't twinkle as much as the stars around it, it could be a planet. Starlight, on the other hand, comes from so far away that it acts as a point light source. When the atmosphere refracts that single ray of light, the star appears to twinkle. If you're still not sure, it's time to consult the sky chart for that night.
Individual meteors can shoot across the sky any time.
Comets - Objects that appear to move over the course of several weeks and have a long tail and a fuzzy head are comets. Some comets, like Halley's Comet, make routine reappearances after years or decades of being too far away to see. Stars - Most of the objects we see at night are stars. They appear to move in concert across the sky, because the Earth is turning underneath them, but their real motions are difficult to detect because they're so far away. Most galaxies and nebulae are too faint to see with the naked eye.