Alpha Centauri is the closet star to our solar system and is 4.3 light years away. If it disappeared it would take 4.3 years for us humans to notice the difference, Looking up into the sky is looking at a what happened long, long ago. Theoretically one can look all the way back to the Big Bang moment.
As telescopes become ever more powerful, we are able to observe objects closer and closer to the Big Bang. It is believed that the first stars formed when the Universe was very young – between 200 and 400 million years old – and the nearest we have got to seeing them so far is 630 million years from the Big Bang, when the Universe was less than five percent of its current age. The not so elegantly named ‘GRB 090423’ was discovered there, making it the most distant object yet seen in the Universe.