They are called quasars. We occasionally observe short bursts of gamma radiation which outshine even quasars temporarily, but astronomers aren't absolutely certain yet what causes them.
The brightest star visible from earth is Sirius, it is a first magnitude star.. Hipparchus ranked the brightness of stars in the sky on a scale of 1 to 6 as seen from the Earth. The brightest stars he could see were classified as first magnitude and the faintest were sixth magnitude
Generally the brightest objects seen in the sky are the moon, some planets, (notably Venus and Jupiter) and stars, Sirius being the brightest.
universe
As the question specifies brightness, the brightest star in the Universe is our Sun - because it is the closest star to us. The most luminous star is another question: See related question.
Hypernovae are the brightest object in space while black holes are the darkest object in space.
There the most brightest and distant objects.
The brightest objects are hypernovae and the darkest objects are black holes.
Sei
That would include: Sun Mercury Venus Earth Mars and its moons Jupiter and its moons Saturn and its moons Neptune and its moons Uranus and its moons Pluto and other planetesimals and their moons Asteroids Comets
Generally the brightest objects seen in the sky are the moon, some planets, (notably Venus and Jupiter) and stars, Sirius being the brightest.
universe
Our sun is not the brightest star in the universe. It only appears brighter because it is much close than any other star. The brightest star as it appears in the sky is Sirius.
Vega is the brightest star in constellation Lyra, and acctually is one of the bightest in the universe. It is also the second brightest in the northern hemisphere.
It is commonly called gravitation.
As the question specifies brightness, the brightest star in the Universe is our Sun - because it is the closest star to us. The most luminous star is another question: See related question.
Alpha centuri is one of the brightest stars in the universe.
Hypernovae are the brightest object in space while black holes are the darkest object in space.
A black hole. Nothing gets out of it; but because of interactions with the matter around it, black holes can still be the brightest objects in the Universe! Do some reading on quasars, for more details.