There is a list of proper names of stars here: https://www.wikidata.org/wiki/Q1433418
How can I query this in the Wikidata Query Service so that all individual names of stars are listed, alongwith other data in the list, such as Constellation?
In other words, how do I get at the members of the list? "Instance of" doesn't seem to work.
There is a confusion here coming from the fact that this List of proper names of stars (Q1433418) is an element centralizing links to Wikipedia pages playing this role in the different Wikipedia editions but isn't really playing any meaningful role in Wikidata: there are no instance of (P31) List of proper names of stars (Q1433418) in Wikidata.
You would have more luck looking for instance of (P31) Stars (Q523) and instance of elements that are a subclass of (P279) Star, a pattern that you will find in many of the SPARQL query examples: ?star wdt:P31/wdt:P279* wd:Q523 .
That could give this query (json version).
And if you're into JS, you can parse the JSON result with this function I wrote: wdk.simplifySparqlResults