Well, what is it exactly? In Hebrew a Star of David is called a Magen David, a shield of David, not a star at all.
I find it very interesting, and will slowly try to map out the history. Lets start at the beginning.
The actual shape of the Star is a hexagon, two equal triangles. This first began showing up around the 12th century in a Karaite document called Eshkol Ha-Kofer by the Karaite Judah Hadassi, as a protective Jewish amulet. It came from Psalm 18, the poems of King David, where G-d is compared to a shield granting Divine protection.
However, there are even earlier signs from the 3rd century where the hexagons (the star) was used as a decorative piece on a tombstone in the Galilee.
This marks the beginning of the history of the “shield of David.” I will continue to write more on this symbol of the modern day Jewish People.