Csdrhrt

Rambam states in Hilchot Yesodei HaTorah, Chapter 3, Section 9 that each of the planets have a soul, knowledge, and intellect.

כל הכוכבים והגלגלים כולן בעלי נפש ודעה והשכל הם והם חיים ועומדים ומכירין את מי שאמר והיה העולם

All of the stars and spheres possess a soul, knowledge, and intellect. They are alive and stand in recognition of the One who spoke and [thus brought] the world into being.

What are we to understand from this? It's a rather strange concept indeed when you get to thinking about it.

Rambam discusses this at length in Book II of Guide for the Perplexed. Particularly chapters 4-5 would be informative on this topic. You can read them online in the Friendlander English translation here. Chapter Four in fact opens by noting that you might find it strange at first:

THE enunciation that the heavenly sphere is endowed with a soul will appear reasonable to all who sufficiently reflect on it; but at first thought they may find it unintelligible or even objectionable; because they wrongly assume that when we ascribe a soul to the heavenly spheres we mean something like the soul of man, or that of an ass, or ox. We merely intend to say that the locomotion of the sphere undoubtedly leads us to assume some inherent principle by which it moves; and this principle is certainly a soul.

A little later he states:

The circular motion of the sphere is consequently due to the action of some idea which produces this particular kind of motion; but as ideas are only possible in intellectual beings, the heavenly sphere is an intellectual being.

And a little later:

It follows that the heavenly sphere must have a desire for the ideal which it has comprehended, and that ideal, for which it has a desire, is God, exalted be His name! When we say that God moves the spheres, we mean it in the following sense: the spheres have a desire to become similar to the ideal comprehended by them. This ideal, however, is simple in the strictest sense of the word, and not subject to any change or alteration, but constant in producing everything good, whilst the spheres are corporeal: the latter can therefore not be like this ideal in any other way, except in the production of circular motion: for this is the only action of corporeal beings that can be perpetual; it is the most simple motion of a body; there is no change in the essence of the sphere, nor in the beneficial results of its motion.

These quotes should give you a taste of the general idea, but again you may want to read the chapters at length for the full experience.

I think this requires a background in Aristotle's Metaphysics. In fact, this is the reason why many communities skip the first chapters of the Rambam's Code, and don't bother at all with the Guide to the Perplexed or with Rabbeinu Bachya ibn Paquda's Chovos haLvavos. As our surrounding culture has moved on from the Aristotelian worldview, these explanations aren't particularly relevant to us. And, in the eyes of some, involve spending more time learning Aristotle than is wise to do.

Since I am not among that "eyes of some", to take the complicated and try to put it into an oversimplified nutshell:

According to Artisotle's Physics, action starts with an intellect. The intellect moves an object by imparting impetus to it. Since no one had separated out the concept of friction (including air drag), there was no law of conservation of impetus; it’s not just another word for momentum. So, eventually impetus would run out, and the object would stop moving.

So, Aristotle's Metaphysics -- which literally means "Beyond Physics" (and I think referred to the fact that it was the volume after Aristotle's Physics) -- is all about intellects. They are the unseen that make the seen things happen.

The Rambam writes about angels Guide to the Perplexed 2:6, tr. Freidlander, which is flawed, but in the public domain):

We have already stated above that the angels are incorporeal. This agrees with the opinion of Aristotle: there is only this difference in the names employed — he uses the term ‘Intelligences,’ and we say instead ‘angels.'

So to the Rambam, angels are the intellects that mediate between Divine Will and things happening on earth. He writes in his code (Yesodei haTorah 2:5-6):

5: Since they [the angels] possess no body, what separates the form [of each] from the other? Their existence is not alike. Rather each one is below the level of the other and exists by virtue of its influence, one “above” the other. Everything exists by virtue of the influence of HQBH, and His Goodness. Solomon alluded to this idea in his wisdom, saying (Qoheles 5:7): “Because above the one who is high there is a watcher [and there are others higher than them].”

6: The expression “‘below’ the level of the other” does not refer to height in a spatial sense like, “He is sitting higher than his colleague”. For example, when speaking about two sages, one of whom is greater than the other, we say, “one is above the level of the other.” Similarly, a cause is referred to as “above” the effect [it produces].

So, to the Rambam, G-d had a Thought, which had a thought, and so on down a chain of ever more coarse intellects which eventually gets us to the highest level of angel (chayos haqodesh, in his system), down the various levels until you get to the 10th (ishim).

Bereishis Rabbah (10:6-7) says that every blade of grass has a mal'akh standing over it saying "Grow! Grow!" In the Rambam's worldview, this is because the mal'akh is the intellect that gives the impetus to the grass for the motions within its organs for it to grow.

And in his worldview, the reason why each angel can only have one task in this world is because two such processes would be two impetuses, and therefore by definition be two angels.

After the ishim, we get to the sefiros (spheres). The sefiros are so coarse that they are embodied. Not in the usual material, made of one or more of the 4 elements (fire, air, water or earth) but of a fifth essence, or "quintessence". The outermost sphere has the stars embedded in it. Then the spheres that have each of the planets in them, and these spheres could themselves have spheres embedded in them, which have spheres embedded in them, a whole complicated system to explain why planetary motion doesn't look like a simple rotation around the earth. (Google "epicycles".) And similarly the sun, and finally the moon. Now we get to normal matter. But what is important here is that the Rambam's sefiros are more like what we call "orbits" than the stars, planets, sun and moon. The sefirah moved the kokhav; the kokhav is a thing embedded in a transparent and quintessential seferah.

But we have orbits, because we live with an explanation that involves gravity and momentum. The path works because gravity and centripetal force are matched, and angular momentum is conserved. In Aristotle's description of the world, we're working with impetus. And impetus gets used up. So if the sefirah spins eternally, there must be an intellect involved replenishing the impetus.

At this point, I think we have the context to more fully understand the texts Alex cites in his answer.

Rambam's reasoning is [seemingly] simple (to elaborate Alex's quote "...leads us to assume some inherent principle by which it moves; and this principle is certainly a soul."):

1. Nature is divided into animated and unanimated.




2. Animated world possesses the lowest form of a soul - the Nefesh (out of נרנח"י). Nefesh is one that allows it to move.




3. Unlike the Earth and plants that stand still, celestial bodies move. Moreover, they seem to move on their own (nobody pushes them) and they move in circular (nonlinear) trajectories.




4. Therefore they must possess Nefesh.




5. Therefore, like all animals, they are self-aware and knowledgeable (see שירת הבריאה).




6. Because they belong to the upper world beyond the firmament and close to G-d, they know G-d very much.