Stars etc. might be more like totally abstract theoretical concepts like quantum physics is to us, or at least X-rays.
They might not be able to literally look up and see things, having mostly only sonar, hearing, and touch senses; handfuls of surface-explorers wearing special environment suits report the utterly strange sensation that space seems almost totally two-dimensional on the surface and there seems to be total emptiness above. Except that heat sometimes seems to be coming from above in strange repeating patterns.
OTOH they might wonder how a species like us could possibly survive, being unable to see through our own bodies using sonar it must be extremely difficult to develop internal medicine. We would probably just get wiped out by some disease early on.
1.) https://voices.nationalgeographic.org/2014/03/14/from-night-...
-----
I sighed. "What was your move?"
"Oh, a very small one," Inidar said. "I increased their rate of reproduction by a very small percentage. This heightened their natural aggression. And guessed that your move would be to open the Pangaban skies. Population growth pressures, a limited food supply, and the ability to see the Pangaban surface very clearly ... my Gunja Wave wanted to eat your species."
"Yes, and they did," I said. "I call the game."
"You have to learn to avoid naïveté, Ellimist. It's not the good and worthy who prosper. It's just the motivated."
Life, the Universe, and Everything (1982)
Who knows the mind of an alien. I mean maybe some individuals get freaked out, or there's some initial shock. But you'd kind of expect any intelligent or sufficiently advanced species to be able to handle the new and unexpected, it's kind of a pre-requisite. Those that can't tend to go extinct eventually.
A subsurface dweller would always see and feel physical bounds and would probably assume that's all there was to it.
Otherwise every discovery would have the potential to discombobulate them under the right circumstances.
Personally, such an argument would be a bit simplistic, but you'd be a fool to ignore how discombobulating evolution has been to much of Evangelical America. People who believe they are the center of universe tend to find it difficult to accept evidence to the contrary. To use another literary reference, there are a lot of warty bliggens in the world.
I guess my point is any large enough group of beings will have a variety of responses ranging from embracing new ideas and information wholeheartedly or rejecting them out of fear and ignorance and every possible combination of response in between. And it can be tricky to figure out which sub-group should represent the whole in these sort of blanket statements about how "they" would "feel" about an arbitrary bit of knowledge that they couldn't have foreseen discovering.
EDIT: It’s online! http://www.astro.sunysb.edu/fwalter/AST389/TEXTS/Nightfall.h...
It was less than a century ago that we learned that the universe was a hundred billion times more complex than we thought it was.
Imagine what we don't know now.
0) The Killing Star by George Zebrowski and Charles Pellegrino