I know this seems to be an odd question (and maybe a question that should be in a different category), but as far as I know they say Mundus, which i believe is the mortal plane consisting of the planet and two moons, ony has those three things. Maybe stars, yes, considering there are the constellations and the sun, but there is no mention of any other satellite in space (though it is the middle ages type era)

If I'm not entirely wrong space is Oblivion which contains the different planes in there but I don't think ther'i any other satelite in the plane known as mundus (Massed and secunda are after all parts of Lorkhan), but then we have Lie Rock which I guess came from "space". But this should go into the lore section weher you would get a better answer.

If I'm correct there's this so called Aetherius where all the "good" gods are (Aedra).

Edit: typos.

Yup, there are also stars, not just stars that are in constellations. Though what exactly those stars are in-game may be completely different from what we assume stars consist of. Final answer; I would assume that Nirn is a part of a solar system very similar to ours, in that it has moons orbiting it, and it orbits around a sun. And I would further assume that there are other solar systems and other galaxies. Though I don't think we as players, or at least as characters are supposed to view the physicality of the universe in that manner.

From what I understand, Mundus has 8 planets, for each of the divines that gave up part of themselves in the creation of Mundus. Mundus is surrounded by the void of Oblivion, and Aetherius surrounds Oblivion. So the entire universe is kind of layered like a three layered onion or something.

The sun is where Magnus escaped when he realized that the creation of Mundus was a trick of Lorkhan, and the stars are where other divine beings did the same thing. So the sun and stars are really holes from Mundus to Aetherius through Oblivion.

Aetherius is where Magnus went and the "stars" are holes to said place (magic comes from aetherius) The Aedra wher does who became the earthbones of nirn and the rest of the gods (the Daedra) resides in their own planes of Oblivion.

It's like a nesting doll.

In the middle there is Mundus: a bubble of real-space which contains Nirn, Masser and Secunda (two halves of Lorkhan), and the Eight Divines, who themselves became planets in the act of creation.
And there is also a giant hole which Magnus ripped when he got disgusted with the whole thing and left, and that is the Sun.
Other Et'ada also left and tore smaller holes, and those are stars.

Outside of Mundus there is Oblivion where the Daedra live, and each Prince has his own plane there. Oblivion is Chaos, and Chaos is immortal, and nothing that lives there can ever die, it can only be temporarily discorporated.

Outside of Oblivion there is Aetherius, where the Nine Divines are, or rather what's left of them, because the act of creation diminished them. Other Aedra who escape are also there, presumably. That's where the holes (Sun and stars) lead to, and through these holes magicka seeps from Aetherius into Mundus. The biggest "seepage" being, again, the Sun; without the Sun, there would be no life, but also no magicka and consequently no magic. That's partially why Magnus is considered the patron of magic - that, and he also designed the "rules" by which magic operates on Mundus.

Weren't the Aedra who became the eight divines (not counting Talos nor shezzar) completely destroyed and that's why you can "undo" them by removing their worshippers?

The Eight weren't destroyed, but they were diminished and lost their vigor and youth. That portion of them was invested into Earthbones (natural laws), but the Eight remain and answer prayers. They however lack the power to intervene directly like the Daedra do.

Daedra are the ones who depend on worshipers and the mortals' actions to influence the mortal world. An un-worshiped Daedra diminishes and cannot exert quite as much influence, but it never goes away completely, just withdraws into Oblivion.
Aedra just "are", they can't get any more powerful or less powerful, and they can be undone, which is the act of uncreation if I understand it right - that's what the Dwemer attempted with the Numidium.