There's a long sequence in J. Michael Straczynski's "Silver Surfer: Requiem" that goes to great lengths to explain that the Silver Surfer's surfboard is because he doesn't require a ship, so why would he put walls between himself and the majesty of the cosmos? A better explanation is that when Jack Kirby created the Herald of Galactus, he thought it'd be cool to make him a bald silver man who surfed through space. And you know what? It totally works.
In comics, if NASA wants to study extraterrestrial environments, it builds planets. And then a villain (Dabney Donovan) comes along, puts giant horns on it, populates it with tiny people, and projects horror movies onto the clouds so that those tiny people turn into horror movie monsters. Welcome to Transilvane, invented by Jack Kirby for "Superman's Pal Jimmy Olsen." It gets pretty bad for the Transilvanians: Donovan then attempts to wipe them out. Of course Superman saves the day, but he goes a step further, changing the cloud projections to the musical "Oklahoma." Because apparently everyone is a jerk.
Five-time winner of the most self-explanatory name award, Cosmo the Spacedog was a test animal used by the Russian space program. Cosmo was inspired by Laika, an actual dog sent into space as part of the test program. Unlike Laika, Cosmo is telekinetic and telepathic. Naturally. He also made a brief appearance in the first "Guardians of the Galaxy" movie.
If there's an opportunity to insert all-powerful god-like beings in somewhere, then by golly, comics are gunna take it. The Living Tribunal is the 2IC of the Marvel Multiverse, second only to the One-Above-All (not to be confused, of course, with the One Above All). The role of this giant, golden, three-faced being is to maintain the mystical balance of the Multiverse. Its three faces represent equity, necessity and vengeance.
Mister Mind is the cutest li'l tiny alien that ever wriggled his tiny way into our hearts. Look at his li'l tiny spectacles and his li'l tiny radio that amplifies his li'l tiny voice! He's also the sole survivor of a race of mind-controlling worms from Venus, hell-bent on total domination; he's a supergenius and one of the most evil villains in the DC Universe. He led the Monster Society of Evil and was eventually sentenced to death in the electric chair for the murder of 186,744 people, which was a pretty big deal in 1945 (but because it's comics, he totally came back eventually).
What do you get when your super-team rejects a bunch of hopeful (mostly) alien applicants? A team of super-rejects bent on proving their worth, of course! The Legion of Substitute Heroes were all, for one reason or another, turned away from being members of DC's Legion of Super-Heroes. Notable members include Infectious Lass, who spontaneously generates infectious diseases; Double-Header, an alien with two heads; Night Girl, whose powers only work in the dark; and Fire Lad, who can breathe fire, but also has allergies and sneezes a lot. To be fair, they were originally comic relief, but some members did eventually make it all the way to the big leagues.
If humans can create a planet (Transilvane), why not an artificially intelligent sun? The Justice Legion A, which is the 853rd century version of the Justice League, built Solaris when they were trapped in the 20th century and needed an AI to get them back home to their proper time. Solaris then turned evil and became the Tyrant Sun, with the goal of replacing Earth's sun and taking over the solar system (and killing everything on Earth in the process). It then spends tens of thousands of years occasionally terrorising everyone before Superman squishes it to death with a Green Lantern ring. It's actually pretty cool. Also you get to see Superman punch a sun.
Superman's home planet Krypton orbited a red sun, LHS-2520, aka Rao. Rao is also a god that appears in humanoid form, a personification of the sun. Rao is also an ancestor of the El line, the last point of which is Kal-El, Clark Kent. You know, Superman. This means Superman is a demigod directly descended from a red sun. Rao has shown up in a few places, one of which was "Sandman: Endless Nights," wherein Despair of the Endless tells him that the destruction of an entire race of people bar one survivor would be beautiful. So there you have it. The god of the Kryptonians canonically killed the entire race except his most recent descendent because it would be poetic. Comics!
Starro is a giant space starfish from the planet Star Planet. "Pffft what's so threatening about a giant space starfish," you say. Starro can make smaller versions of itself that cling to people's faces and control their minds. It can also regenerate itself from just a small piece. Its race is a parasitic one; the Star Planet aliens, called Star Conquerors (nice try at badassery, DC, but it's still a race of giant space starfish) fly to different planets and conquer them by taking over the inhabitants. Starro and its minions, however, are vulnerable to cold, so all you need to do is wait for it to snow, really.
Another Jack Kirby classic, the Celestials are enormous, ancient, humanoid figures that created life and death itself. That's the cool part. The weirdness comes in during the alternate reality "Earth X," where it's revealed that the planets that Galactus eats are actually Celestial eggs. That's right, Galactus was intergalactic population control for an ancient race of immensely powerful space robots.
If you're not familiar with how DC's Green Lantern Corps works, tiny blue aliens give magic rings to beings that possess great willpower. The rings are capable of creating physical manifestations of anything the wielder can imagine. It's not a great system, because you wind up with Lanterns like Hal Jordan who use it to make big fists. However, the trade-off is that some of the Lanterns are super, super weird. Like Leezle Pon, a superintelligent smallpox virus. His arch-nemesis is Despotellis, a chemically engineered biological weapon. There's also Dkrtzy RRR, who is a sentient math equation what was given a Green Lantern ring.
A planet with a face is funny. Two planets with faces is hilarious. Two planets with faces, one of which is biting the other one is high art. Meet Ego and Alter Ego, two incredibly powerful sentient planets in the Marvel universe. Like his Freudian namesake, Ego is hyperintelligent, but vulnerable to fits of pique and violent mood swings. Alter Ego propels itself through space by summoning erupting volcanoes on its surface. So that's the same.
Thanks to "Guardians of the Galaxy," pretty much everyone is familiar with Rocket Raccoon. He's a space raccoon. A lesser-known entry in his rogues gallery is the Black Bunny Brigade, a group of rabbit mercenaries led by Blackjack O'Hare. Get it? Hare? They also fought the Hulk, because I guess an army of rabbits is enough to make anyone angry.
Uatu, the Watcher of Marvel Universe 616 (that's the main universe in Marvel Comics). He lives on the moon and is honour-bound never to interfere in the affairs of mortals, only passively recording their history. I don't believe he's ever once appeared in a comic to do anything but violate this oath. The Watchers still let him keep his job.
Eon is 8 billion years old, created by cosmic entities Infinity (who represents time) and Eternity (who represents life), and the Celestial Axis (the universe's pattern of organic energy), just after the Big Bang (hey, he was created in the '70s. We thought the universe was younger then). His job is just to sort of hang about looking after the Celestial Axis and appointing the "Protector of the Universe". He also looks like a stump with a face on one side, a giant eye where an ear should be and a fine mop of chestnut hair.
If you manage to make it all the way to the edge of the DC Multiverse, there you'll find the Source Wall, the border that separates the Multiverse from... whatever lies beyond (the "source" of all that exists). It's theoretically possible to cross the Source Wall, but so far almost everyone who has tried has ended up incorporated into it. So if you do reach the Source Wall, you can stop and have a chat with all the entities just sort of stuck there hanging out for eternity.