This was one of the hardest things for me to learn when I started piecing. I made a large sampler quilt (Sylvia's Bridal Sampler) and it had several eight point stars and one sixteen point star. I made a few of them multiple times.
Here's what worked for me. When I sew the star points together I treat it as I would a Y seam; I mark the 1/4" point on each piece and I don't sew in the allowance. I start out by sewing towards the marked point, adjusting my stitch length so I can sew exactly to the marking and then I pivot and sew the rest of the seam. Not having all of that thread where the eight points meet makes a big difference in the bulk you'll have to deal with.
I assemble the stars in two halves and I press all the seams in the same direction. When I put the two halves together I pin carefully, lining up the 1/4" marks I made before I sewed the seams. Once the two halves are together I make the swirl on the back.
If I'm having trouble, I try a couple of things. First, I have tried sewing my final seam in two parts, starting at the center each time. This helps things stay aligned for me.
Second, once it's together, if it's still lumpy I use some Mary Ellen's Best Press when I press. I don't use too much (if any) steam because I've found that distorts the center more and can add lumps and wrinkles.
Third, I've seen others use a rubber mallet to flatten out their centers. I've never tried it, but they do sell a mallet for that purpose so it must work for someone!
This is truly one of those "practice makes perfect" things. The more you do it, the easier it gets.
Say hello to Myrtle for me!
LJ