A celestial body can be described as any naturally occuring body- suns, moons, planets, comets, meteors, etc- that is located outside of the Earth's atmosphere.
Effectively, this means that the everything in our solar system, except the Earth, is a celestial body. it also means that everything in the universe is a celestial body except for our tiny planet.
This is an essential concept because it provides an umbrella term for all of the objects that make up the bulk of our observable universe.
Different celestial bodies include: