Smaller, fainter less massive stars form much easier than brighter, more massive ones. In addition, less massive stars are much longer-lived than heavier ones. As a result, when you look at the stellar population, the less massive stars greatly outnumber the more massive ones. However, the more massive a star is, the likelier it is to be brighter than its lighter cousins. The most common star by far is the red dwarf, yet when you go out at night and look at the sky with the naked eye you can't even see one of them. All you see are bright massive stars much further away.

To further complicate things, below a certain mass, thermonuclear reactions cannot get started in a star unless it has a certain minimum mass. Below about a tenth of a solar mass, you don't get a star at all, you get what's called a brown dwarf, which only glows feebly by the heat of its own gravitational contraction. Brown dwarfs look a lot like red dwarfs, only they are lighter and fainter. Lighter than that, you don't get stars at all, you get gas giant planets, some of which have had the time to cool off, like our outer planets, or perhaps even solidify into blacked out cold cinders. And remember, the less massive they are, the more of them there are (that's the mass function). The dividing line between star and planet is determined by whether or not they are massive enough to start thermonuclear reactions in their core, with the brown dwarfs in the transition zone between.

There are probably many more rogue planets (starless, solitary planets) than there are stars, but we just can't see them very easily. On the other hand, even though these objects may be very common, in fact, the MOST common, they are so small they only make up a small percentage of the available star-forming material in the galaxy.

Our own outer planets are probably good examples of what these guys look like. They are very cold, and only glow feebly in the radio region of the spectrum. The only reason we can see them optically is because they are close enough to reflect sunlight and their magnetic fields interact with the solar wind.

The important thing to keep in mind is that these rogue worlds, solo wanderers, are probably not escaped from their parent stars (although no doubt a few of them have that history). They probably just formed in the same nebulae that all stars form in, and yes, there are probably a great many of them. If any of them blundered into our system they could cause all sorts of mischief, tidal disruptions and whatnot, perhaps even a collision. Perhaps they have in the distant past. The good news is we'll see them coming from a long way off, shining by reflected sunlight. For over a century we've mapped the sky pretty completely down to about magnitude 9, and now our mapping satellites are going a lot fainter than that. Nothing seems to be heading our way from out of the darkness, at least that we'll have to worry about in our lifetimes.

There may be a lot of them, but space is very, very big.