I like thinking of crosswords like little detective cases, and 'celestial body' is one of those clues that can send you down several fun alleys. If the grid slot is four letters and you have no crossings yet, my go-to pick is 'Mars' — it's short, iconic, and crossword constructors love it. For three letters 'sun' is a classic; for five, 'earth' or 'venus' often pop up. I usually scan the intersecting letters: a starting M or S immediately nudges me toward 'Mars' or 'Sun', while an E or V makes 'Earth' or 'Venus' probable.
When the clue has a twist or is cryptic, I watch for double meanings: 'celestial body' could be 'orb' or 'star', or even 'plan' as a hidden fragment. I once had a themed puzzle where all planetary answers were used, and the crosses confirmed 'SATURN' over 'STAR' because of the theme. So I tend to weigh letter count, crossings, and any theme; more often than not, for a straight, non-cryptic clue with a short slot, 'Mars' is my happy first guess, which usually feels satisfying when it fits.