What's in a song, but not in a tune?
What's in a star, but not in the moon.
What's in the sun, but gone in the night
Out of range, but still in sight?
(In reply to answer
by K Sengupta)
All the words "song", "star", "sun"and "sight" contain the letter s. However, none of the words "tune", "moon", "night" and "range" contain the letter "s".
hence, the required answer to the riddle is the letter "s".