Comets. They're "in the game", yet are currently invisible. For proof, you can actually find an invisible comet, in the Pareco system, by flying into the centre of the invisible "thing" that six space stations are orbiting around.
Here's the thread where this discovery was announced - the invisible thing is labelled in-game as "Pareco comet 2", so presumably the Pareco system ha at least one other comet, somewhere, which is not orbited by any space stations. Most of the other space stations that appear to be "orbiting nothing" are also actually orbiting an invisible comet.
Rogue planets. "star systems" without actual stars, where a planet or object smaller than a Y-class brown dwarf is the primary. The evidence for these is circumstantial, based on the following logic:
- FD originally intended rogue planets to be "dark systems" - invisible on the starmap, but discoverable if your hyperspace jump route happened to pass close to one; you would suffer a mis-jump and be dumped down into the "dark system". See
this old DDf thread.
- "Rogue_planet" is one of the star classes visible in the game files; the only class of object in that list for which there are no known examples on the galaxy map.
- The Stellar Forge seed and core algorithms cannot be edited or changed dramatically, without completely destroying the galaxy as we now know it. So, while editing a star system might be possible, adding an entire new star system is difficult, and adding (or deleting) an entire new class of sub-stellar object is impossible.
- Since the game was intended to include "dark systems" back when the galaxy was originally created, and since the galaxy is difficult to edit in bulk once created, it therefore seems highly likely that those dark systems are present in theory on the galaxy - just invisible on the galaxy map.
Test systems. FD created some test systems, to test everything from lighting to market operation. They are invisible on the galaxy map, yet visible via other means:
- There are three mysterious stars visible in the skybox, that appear to be only a couple of LYs away from Sol. One of them is a bright orange star, possibly a red giant of some kind as it is brighter than Sol, the other two are bluish-white. I don't think they've been positively identified from Sol itself, but you can readily see them from Alpha Centauri, and pretty much anywhere else within 50 LYs of Sol.
This thread discusses them.
- One of these three stars is inhabited, and named "singlelighttest" - presumably a system where FD tested the illumination using a single light source. We know it was called this because (a) it was briefly visible on the galaxy map after game launch before being patched away, and (b) for over a year afterwards until it was eventually patched away, it was
still listed as a trade destination for goods on the market screens for systems within 15 LYs of Sol.