It doesn't look as though all the stars are different distances I don't know about that. The main visual clues to the distance of the stars are their size and brightness. They differ conspicuously in brightness. We were discussing their apparent size on another thread. While they are commonly described as mere points of light, my own subjective impression is that when viewed with the naked eye (or in my case through glasses) the brighter stars form a small blurry patch, which is larger in some cases than others, and definitely larger than the fainter stars. To me, at least, some stars do look further away than others. A complication worth noting is that the fainter stars are only visible to peripheral vision. (It's something to do with rods and cones - I forget which is which!) I don't know when this was first noticed, and how people explained it without knowing anything about the structure of the eye.