There are always foreign rocks floating in an out of our solar system, but it's particularly rare that a whole star would come anywhere near our sun. That's what happened, according to a group of astronomers from the US, Europe, Chile, and South Africa. This (relatively small) Red Dwarf entered and exited our extended system through the distant cloud of comets known as the Oort Cloud. Not that we noticed it - it happened around 70,000 years ago, well before we were around to see it.
The star - and its low-mass star system - has been nicknamed "Scholz’s star." It gets this name from the crew of researchers who published the paper "The Closest Known Flyby of a Star to the Solar System".