Option-1 (Size of the sun at dusk) is an optical illusion. When the sun (or moon) is high in the sky there are no objects of known size to compare the sun (or moon) to. But when the sun is low in the sky we can see far off objects near the horizon that we know are big and we imagine that the sun is even bigger. The apparent change in size is an optical illusion.
Option-2 (Colour of the sun at dawn) is an optical illusion. Light is made up of lots of colors. And out of all those colors, red is the one that travels the farthest. That means is that red is the last color seen, when the sun sets. When the sun is setting, all of those colors are slower-moving, and it is no longer bright outside, because the colors are all moving at a separate pace. The other colors start disappearing, and red (being the fastest), is what is last seen.
Option-3 (Moon being visible at dawn) is NOT an optical illusion. The moon is visible somewhere in the sky at dawn during the entire half of the cycle of phases from Full Moon to just before New Moon. It is not an optical illusion.
Option-4 (Twinkle of stars in the sky) is an optical illusion. Stars continuously emit light. These light travels through various layers of earth atmosphere before they reach our eyes. Now refractive index decreases as we move from down through atmosphere. So light keeps on getting bent towards normal at each point of incidence. Practically there are infinite points of incidence as refractive index keeps changing as we move down. This happens in accordance and finally light reaches our eye. So we see the star at B but actual position of star is at A. Further atmospheric conditions keeps on changing. Hence light flux reaching our eyes keeps varying and so star appears bright at some time and it appears fade at other. So stars apparently twinkle but practically they don't.
Option-5 (Polestar being visible in the sky) is NOT an optical illusion. The sky appears to rotate around points called the celestial poles (one north pole and one south pole). These points represent the directions where the Earth's rotation axis points. Thus, for a fixed observer on Earth, a celestial pole would always be in the same direction (due north or due south, depending where we are), and its altitude over the horizon would be equal to our latitude. Polaris is not exactly at the celestial pole; it is less than one degree from it (so that it is hard to tell the difference without measuring) making it a good indicator for the pole -- that is why it is called the Pole Star.
Source: NCERT: Class X Science Chapter 10