Actually you can count stars. But its impossible to count ALL of them, because there are infinite stars in the universe. The difficulty in star counting lies in :
their difference in inherent brightness rather than their distance
Our portion of the milky way galaxy blocks our view partially due to presence of thick clouds of dust and gas
location of our solar system on the Milky Way galaxy
However for amateur astronomers, NASA has advised some guidelines which makes it easier to make an estimate which is very close to the actual process used in official records. It involves manually demarcating zones of space (say, for example the area subtended by one telescope) and counting stars in that area. This is repeated multiple times and then averaged. What you get is a very rough estimate of stars in that zone.