Okay.
So in relation to Nyx's power, we have to understand that she holds three separate forms within the Megami Tensei Franchise.
The Nyx Avatar form which the whole party fights, Nyx's Full Body which is sealed by the protagonist wielding the Universe Arcana, and the Goddess / Demon Nyx from SMT.
The first one holds the Atmosphere-Splitting feat, giving her a High 6-A rating. The party fought her, so they scale to her self.
The other is a bit more curious. As far as feats go, she does this:
http://www.narutoforums.com/xfa-blog-entry/calc-soon-it-will-descend-upon-us-all-persona-3.25222/
Which would grant her "At least 5-B" status, as she can easily produce 86.16 zettatons of TNT by dropping the moon on Earth.
However, Persona 3 also has a Guidebook. The Persona 3 Club Book. This is what it says about Nyx:
http://ask-persona.tumblr.com/post/99861586798/persona-3-club-book-world-guide-qa-Translation
Q: Could you tell me what Nyx really is, bluntly and unpoetically?
Shuji: In order to speak about this, we need to take a step back and look at our planet's prehistory first. In ancient times, there existed a gigantic living being, the size of a celestial body, drifting through outer space in a dormant state. We call such a being a "Star Eater". At a certain point in time, this being collided with a planet which had only just begun to develop its first forms of life - earth. The chance of this happening was merely one in several Million - no, Billion. In any case, this event can be seen as the first contact between Nyx and earth's lifeforms
Aigis: So, Nyx was born in extraterrestrial space? It seems miraculous that the planet was not destroyed by this kind of impact.
Shuji: Of course, you are correct. The matter Nyx was composed of existed under physical laws which defy those of earth. Even the mere collision alone brought tremendous results with itself. In any case, the debris broken off in the shock of the collision entered earth's orbit and became our moon. As Nyx' psyche, which exists in a wave-like state, was left behind on earth, her physical body was enclosed in the moon alongside the debris. However, you see, the psyche was the far more problematic part of this being to begin with.
The waves of Nyx's psyche, which spread across the planet, stood in harsh contradiction with the life already existing on it and threatened to eliminate said life entirely. Of course, the still very primitive, survival-instinct driven lifeforms of earth made attempts to resist these 'Waves of Death'. As a result of this, the lifeforms of earth entered a period of explosive evolution, and developed coping-strategies to resist Nyx, weapons against her. The crown of this development was a plane of shared information between all living beings on earth, the so-called "Collective Unconscious".
Aigis: A plane of information…? How exactly could such a thing act as a weapon? Does it contain a form of tremendous power, strong enough to eliminate Nyx?
Shuji: No, no, you misunderstand. You see, the life existing on earth had sealed the energy of Nyx' psyche within this Collective Unconscious. What acted as the source of power needed to seal this energy were opposing thoughts, such as the desire not to die or the fear of death itself, which suppressed deadly effects of Nyx' spirit. It is quite the irony of fate that Nyx, who was meant to embody the demise of all life on earth, ended up becoming the catalyst that allowed for earth's living beings to evolve into lifeforms with complex, sentient psyches. It should be mentioned that the greek goddess "Nyx", who our Nyx takes her name from, is portrayed as a maternal goddess, embodying a powerful Mother-Archetype. So you see, the knowledge of the truth that in a way we are all Nyx' children has probably been with people since old times.
Aigis: It seems very profound.
Shuji: If you consider it this way, my ability to make such clever jokes and puns, too, is something we must thank Nyx for.
Aigis: How unforgivable of Nyx.
Shuji: Aigis, must you hurt me so…? Well, leaving this all aside, the fact of things was that as long as living beings - especially humans, who hold the most powerful, complex psyches - kept living in fear of death, Nyx should have remained sealed. In our story, however, unfortunately— Ahhh, I mean 'fortunately', the leader of our S.E.E.S. managed to just barely avoid the worst-case scenario of a revival of Nyx and resealed her by making use of his acquired "Universe"-Arcana. What a waste…
Aigis: There do appear to be people who do not mind their own death… May I also ask, what did become of this so-called 'physical body' of Nyx?
Shuji: After it had become one with the Moon, the body, which had been wounded in the collision, proceeded to gradually heal itself. I am not entirely sure, but it is very possible that by the time of our story the healing process was already just about completed. However, in its current state the body is but a mere shell. Until its psyche is freed from its seal, it will remain in idle waiting. After the battle against the Nyx Avatar, Nyx' body began to descend onto the planet, called by its psyche. But after the seal was placed, it has once more returned to being our non-threatening, friendly, smiling moon.
... So, in theory, Nyx's true self is capable of eating Stars. While said lore isn't given in-game, it's not too inconsistent with her easily dropping the moon on Earth. Besides, Nyx was still partially sealed and weakened from what I understand. Give me your thoughts?
Finally, Nyx from SMT is 2-B. She's a very powerful demon and the mother of the Sisters of Fate.