The most obvious thing about stars is that they are all different brightnesses or apparent magnitudes. We must distinguish this from the absolute magnitude of the star (the brightness if it were exactly 32 ly or 10 pc away). It is tempting to believe that the fainter stars are the most distant and the brighter ones are close by. This is untrue, in fact Sir Arthur Eddington stated that most of the bright stars we can see are the "Whales among the fishes". There are many nearby stars that are too faint too pick out.
In 130 B.C. Hipparcos devised a scale of apparent magnitude where the brightest stars were of the 1st magnitude (1M) and the faintest visible with the naked eye were 6th magnitude. It so happens that a 1M star is 100 times as bright as a 5M star. Since this is a logarithmic scale, the difference between one magnitude and the next is nearly 2.5 times (2.5 x 2.5 x 2.5 x 2.5 x 2.5 = 100). These stars in Orion offer a good guide:
The limit of naked eye visibility is 6.5M.
10 x 50 binoculars can show stars down to 9M
Larger telescopes can detect greater magnitudes.
The scale is extended backwards for objects brighter than 1M. For instance:
Vega in Lyra is 0M
Sirius is mag -1.4M
Venus attains -4.4M
A Full Moon is -12.7M
The Sun is -26.7M
Stars in a constellation are designated by Greek letters - or Bayer letters - after the German who introduced them in 1603. They are assigned in order of brightness, although there are some exceptions (Betelgeuse in Orion is half a magnitude fainter than Rigel despite its designation as aorionis, but Betelgeuse is variable anyway).
Many star atlases also assign numbers to stars. These numbers come from a varierty of classification systems and catalogs, the most famous of these being John Flamsteed's catlogue of 1712