Files with stars are executable files. For example, you can check /usr/bin
directory, you are gonna see almost all files in that directory are starred.
For the bold, the current root is bold. E.g., if you select /usr/bin/
then type C
, your current root would be /usr/bin
, and would be bold right at top of your NERDTree window.
Here I don't see a file name is bold highlighted...