There’s a lovely book called Earthsearch by John Cassidy, which makes an attempt to grasp it, using a scale model. Go out into a big field with a football and plonk it down to represent the sun. Then walk 25 metres away and drop a peppercorn to represent the Earth’s size and its distance from the sun. The moon, to the same scale, would be a pinhead, and it would be only 5 centimetres away from the peppercorn. But the nearest other star, Proxima Centauri, to the same scale, would be another (slightly smaller) football located about … wait for it … six and a half thousand kilometres away!

