The order is as follows: asteroid, moon, planet, star, solar system, galaxy, universe. The universe is everything. It is comprised of billions of galaxies. Galaxies, such as the Milky Way, is an assortment of solar systems orbiting around a central core.
Most galaxies possess a supermassive black hole at their centers. A solar system is a star and its planets, asteroids, comets, and other bodies. It is substantially larger than a star and a star is what planets orbit. It is the supplier of light and heat. Our sun is a star which is many times larger than all the planets.
A planet is almost a spherical body that is in orbit around the sun. Planets are more significant than the moon. The moon is a powerful body in orbit around a planet. An asteroid resides in the asteroid belt between Mars and Jupiter.