All the visible stars in the night sky change locations. They move from east to west with seasons.
But one star appears to be in the same place always. It's called Polaris. It does not move because it is located directly above the Earth's North Pole. But just because this star would not move any noticeable distance during our lifetimes, doesn't mean it never moves. It will move, as a matter of fact, when our North Pole moves.
Our Earth moves like a giant top. While its tilt doesn't change, the tip of this top moves in a circle. One such revolution would take 26,000 years. When this point at the North Pole moves far enough, another star would become the North Star.
In fact, during the times when the pyramids were built, another star served as the North Star. It was called Thuban. Passageways in the pyramids where aligned with that star.
The North Star is very useful for navigation. At any point between the equator and the North Pole, the angle of the North Star above the horizon will tell you the latitude of your location. That's why the North Star was the most important guide to the travelers of old times. Studies have shown that birds use stars for navigation too.
Sources:
DeYoung, Donald B. Astronomy and the Bible: Questions and Answers. Grand Rapids, MI: Baker Book House, 1989. Print.
Image source: NASA