Star outside the Milky Way
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With Telescopes however, it is possible. www.quora.com/Can-we-distinguish-individual-stars-in-other-galaxies-or-would-it-be-equivalent-to-say-we-know-there-are-other-forests-of-stars-galaxies-but-we-cant-tell-the-individual-trees-stars-What-is-the-farthest-individual/answer/Jerzy-Micha%C5%82-Pawlak contains an amazing answer that mentions two special cases of the furthest ones:
- gravitational lensing observation
- a star that is far but visible because its light is reflected by a nearby nebulae
But what we can definitely see are globular clusters of galaxies. E.g. the article en.wikipedia.org/wiki/Messier_87 basically gauges the size of galaxies by the number of globular clusters that they contain.