The Andromeda galaxy is faint because of it's distance but it takes up more space in the sky than the moon, it doesn't just look like a star.

Because we are within our own galaxy we see it edge wise, basically a thick line of faint stars (due to distance).

Almost all the stars visible to the naked eye are within 1000 light years of earth. Our own galaxy is 100,000 light years across and Andromeda is bigger but it's ~2.5 million light years away.