Explanation:

Size of the sun at dusk is an optical illusion: When the sun (or moon) is high in the sky there are no objects of known size to compare the sun (or moon) to. But when the sun is low in the sky we can see far off objects near the horizon that we know are big and we imagine that the sun is even bigger. The apparent change in size is an optical illusion.

Colour of the sun at dawn  is an optical illusion. Light is made up of lots of colors. And out of all those colors, red is the one that travels the farthest, that means is that red is the last color seen, when the sun sets. When the sun is setting, all of those colors are slower-moving, and it is no longer bright outside, because the colors are all moving at a separate pace. The other colors start disappearing, and red (being the fastest), is what is last seen.

Moon being visible at dawn is NOT an optical illusion. The moon is visible somewhere in the sky at dawn during the entire half of the cycle of phases from Full Moon to just before New Moon.

 Twinkle of stars in the sky is an optical illusion. Stars continuously emit light. These light travels through various layers of earth atmosphere before they reach our eyes. Now refractive index decreases as we move from down through atmosphere. So light keeps on getting bent towards normal at each point of incidence. Practically there are infinite points of incidence as refractive index keeps changing as we move down. This happens in accordance and finally light reaches our eye.

Polestar being visible in the sky is NOT an optical illusion. The sky appears to rotate around points called the celestial poles (one north pole and one south pole). These points represent the directions where the Earth's rotation axis points.