Samuel Chiltern answered
None of these celestial bodies are particularly close to Earth - or not if we're talking in terms of distances that we can easily imagine.
However, the Earth is part of the galaxy of the Milky Way and, therefore, the Milky Way seems to be the closest thing to Earth.
However, the Milky Way is huge, so most of it is probably much further away from Earth than than the Sun.
To try and answer your question properly, though, here are the celestial bodies you mentioned in ascending order, by their distance from the Earth:
The Sun
Our local star. Without it, life on Earth would be impossible. The Sun is approximately 95 million miles away, on average, and the energy it emits takes about eight seconds to reach us.
Pluto
This is the only other celestial body you've mentioned that is found within our own solar system.
Pluto has an exaggerated elliptical orbit, meaning that its distance from Earth can vary greatly. However, at their closest, these two bodies are 2.6 billion miles apart, while, at their furthest, they are 4.6 billion miles away from each other.
Alpha Centauri
Alpha Centauri is a binary star system which is still visible to the naked eye, but which is 4.4 light years away from Earth.
Orion Nebula
The Orion Nebula is also visible to the naked eye in the night sky, and is 1,344 light years away. This sounds a long way away, but compared with the other bodies in this list, it really is quite close. (Note: A nebula is a cloud of dust and gas in space.)
The Milky Way
The Milky Way is our own galaxy, and is approximately 100,000 - 120,000 light years across - so most of the bodies within it are still much further away than anything else I've mentioned so far.
Andromeda
Andromeda is a spiral galaxy, located almost 2.5 million light years from Earth.
However, the Earth is part of the galaxy of the Milky Way and, therefore, the Milky Way seems to be the closest thing to Earth.
However, the Milky Way is huge, so most of it is probably much further away from Earth than than the Sun.
To try and answer your question properly, though, here are the celestial bodies you mentioned in ascending order, by their distance from the Earth:
The Sun
Our local star. Without it, life on Earth would be impossible. The Sun is approximately 95 million miles away, on average, and the energy it emits takes about eight seconds to reach us.
Pluto
This is the only other celestial body you've mentioned that is found within our own solar system.
Pluto has an exaggerated elliptical orbit, meaning that its distance from Earth can vary greatly. However, at their closest, these two bodies are 2.6 billion miles apart, while, at their furthest, they are 4.6 billion miles away from each other.
Alpha Centauri
Alpha Centauri is a binary star system which is still visible to the naked eye, but which is 4.4 light years away from Earth.
Orion Nebula
The Orion Nebula is also visible to the naked eye in the night sky, and is 1,344 light years away. This sounds a long way away, but compared with the other bodies in this list, it really is quite close. (Note: A nebula is a cloud of dust and gas in space.)
The Milky Way
The Milky Way is our own galaxy, and is approximately 100,000 - 120,000 light years across - so most of the bodies within it are still much further away than anything else I've mentioned so far.
Andromeda
Andromeda is a spiral galaxy, located almost 2.5 million light years from Earth.