I noted that somebody claimed that the line "we are all made of stars" was nonsensical. In actual fact there is absolute truth in the line if you study a little astronomy. Our local star (the sun) is a second generation star, that means that it has formed from the gasses of another star that has explode (probably a blue or red giant that went supernova). We know this because there are elements in our solar system that can only be formed from a supernova explosion (everything higher than iron Fe on the periodic table). This means that when our solar system formed it was created from the remains of a previous solar system, therefore 'we are all made of stars' and so is everything in our solar system. This is all off the top of my head so it may not be perfectly accurate but you get the idea.

Moby was a guest on the radio show Sound Opinions on WXRT in Chicago, and he confirmed that is the meaning of the song as P.J. theorizes.  Good thinking, PJ! 8)