Question

Why we do not feel the heat and light of the twinkling stars

Answer 1

Because its too much away from us
Some heat is always there which is trapped by space and space does not trap light so we see light only

Answer 2

Like our planet earth all the other planets in our solar system,get the heat and light from the star called Sun,which is nearest star from the earth.

But the other stars are situated millions of lightyears away,some of them are even bigger than our Sun but for this humongous distance between earth and these stars,they seemed to be little twinkling dots from the earth.

And this distance is also the reason of the question,those star's heat and light can not travel this vast distance to reach the earth.