What does the star besides some unknown achievements mean?

The following Reddit post clarifies the difference between "normal" and gold star achievements.

gold is for getting it in a single run

More info given in a later post (small text is Question, big text answer by bloodrizer:

Does that apply for just that one, or for any ungotten achievement?

So far only for 40K.

And does it mean that I will be awarded a gold star when I get it?

Yep, I mostly did it for your run.

Is it an actual award, or basically just an asterisk letting you know about it?

I don't know how to reply to this.

Are there other kinds of stars?

Only regular and "gold" variations for achievements.

And what does a "single run" mean within the context of that achievement

Having reached 40K year on current playthrough.