Innermost exoplanet around a star referred to as TRAPPIST-1. It's not so nearby as to be in our solar system.

There are 7 known exoplanets around this star, which is a little over 40 light years away. TRAPPIST-1 appears to be named after the telescope that initially discovered it in 1999. It would appear in the sky adjacent to the Aquarius constellation, on the side near Pisces.

But it is an ultra-cool red dwarf. Not quite 9% the sun's mass, and slightly larger in volume than Jupiter. (On the order of 100 times the mass of Jupiter.) You're unlikely to see it with the naked eye.

The suspicion due to understandings of such a star, is that the planets would all be tidally locked, and any atmospheres would have been blown away by their star early on. Using the assumption of tidal lock, the known orbital distance, and some imaging technique newly possible with the James Webb telescope, they have probably confirmed that there is no atmosphere. But supposedly there is a margin of error due to the limits of the imaging, that it could possibly have atmosphere up to 0.1 times as dense as Earth's.