Making a Star

Open Adobe Illustrator CS5 (recommended)

Make a New File with the Resolution of  1024X768 (or as your choice)

Color model RGB with 300 ppi (i.e. High Raster Effect)

Now select the Star Tool and draw a Star on the Blank Page

Next, go to Tools Panel and select Gradient to give the Star a Linear Gradient

After giving the Gradient (you can choose your own color)

Copy the star (Ctrl+C) and Paste it Front (Ctrl+F)

Now the important part of the Tutorial

Select Scissors Tool and go to the Star that you’ve created a moment ago and Cut the Anchor Points shown in image below

Cut on  here  

     

After Cutting all the Points indicated on the image above, it will look like this

Now, we have total six Layers. Select above Five layers (that had created after cutting
the anchor points of the Star) and Group them

Now, go to Effect > Stylize > Drop Shadow

And make the Drop Shadow setting like this 

After applying the Drop Shadow it will look like this 

DONE!!! :)

Click here for the RAW file (AI) of this Tutorial