The cause for the see-through planets and objects could be from the "glow" option in the simulation. Check in the options to see if the "glow" option is unchecked. At least for me, when on, it makes everything transparent for planets and stars, like you mentioned.
Turn it off and it shouldn't be transparent anymore. If the issue persists, there may be an underlying cause. Like a graphics card problem, or a glitch with the game. Check your GPU drivers first, see if it fixes it. If that doesn't work, re-install the game or check the file integrity cache on Steam.