Photo from NASA Hubble: Ultra Deep Field - a photograph of the infant universe when galaxies are forming from clouds of gas, each speck of light is an entire galaxy of it's own, each galaxy contain millions of stars.
What we had gone through so far is the physical process of how the universe was born with all the constituents of matter is created. Now, with the majority of atoms floating around in the universe being the lightest hydrogen atom, the universe is ready to make its first batch of shining stars. Because there is a slight asymmetry in the distribution of matter in the early universe, as imprinted in the cosmic microwave backgrounds, the part of the universe that contains more matter particles begin to condense, matter starts sticking closer to each other, forming a region that is rich in atomic nuclei.
Slowly, with the help of gravity, atom by atom, the cloud of particles get closer to each other and start to pick up a spin. As the attraction region get smaller, the spin gets faster and the region became denser with atoms and eventually, it would be spinning fast enough to counter the attraction of gravity and this is how the rotating galaxies like our Milky Way was born. Other collection of atoms that clumps together but did not pick up a spinning motion will become oval-shaped elliptical galaxies.
As time went on, inside the galaxy, the cloud of atoms (also called gas) of hydrogen and helium started to break into smaller pockets of clouds, and these smaller parts of gas will also evolve just like the formation of galaxy, rotating itself forming a ball of gas. As the ball get smaller due to the attraction of gravity, more atoms of hydrogen and helium knock into each other heating up the gas, and eventually the temperature of the gas will get hot enough for the hydrogen atoms to fuse together, forming heavier elements and by doing this process, releasing a lot of energy in the form of heat and light. The first stars are hence born.