Can we see individual stars from other galaxies and also is there anything in between galaxies?
Sure, we can see individual stars from other galaxies, only if the hubble space telescope is doing the observing. The andromda galaxy, the closest galaxy to ours, is 2.5 million light years away; the biggest star in our sky is roughly 600 light years away (Antares in the Constellation Scorpius). When viewing the andromeda galaxy in a 10′ inch reflector, the galaxy appears as a black/white/somewhat greenish smug with a bright bulge in the middle. In places where light pollution is less, you can see spiral details, but no individual stars. As far as things between other galaxies and ours, sure, there are rogue stars (High-velocity stars) that shoot out from the galaxy, usually due to some sort of gravitational conflict.