In the sentence "the bright star winked at me," there is an example of personification. Personification is a literary device in which human traits or actions are attributed to non-human entities. In this case, the star is described as "winking," which is a human action.
There is no onomatopoeia or alliteration in that sentence. Onomatopoeia refers to words that imitate sounds (like "buzz" or "bang"), and alliteration refers to the repetition of the same initial consonant sound in a series of words.