Stars located outside of a galaxy How common or rare is it to find stars outside of a galaxy? Can such a star still have planets that contain life? Recently, I think that I heard of a star with a planet that entered our Galaxy. Did this star come here from another galaxy or was it originally from the Milky Way?
I don't think we have a good estimate of the number of stars not in galaxies -- they're actually pretty hard to find unless they're really bright, since even if you spot it, how do you know that it's extragalactic?

But galaxy mergers (which are very common) tend to throw out large numbers of stars from the merging galaxies, so it seems likely there are many stars in space between the galaxies.

There is no reason why such stars can't have planets, but it's likely that the planets formed along with the star inside a galaxy and got ejected from the galaxy along with the star.

Stars (and planets) form when Giant Molecular Clouds collapse under their own gravity, the collapse frequently being triggered by tidal forces from a passing star or a nearby supernova.  It seems unlikely that there are many GMCs in intergalactic space, and there are certainly fewer encounters which might trigger collapse. So it seems likely that relatively few stars (or planets) actually form in intergalactic space.

Life does not seem to have evolved because of the existence of stars in the sky, so once a planet exists in a habitable zone, life should form regardless of where it is.

The Gaia mission is providing us with superb position and velocity data for billions of stars, and it has identified a handful (maybe more by now) of stars which seem clearly to have come from intergalactic space.  Here's an article which covers the report last year.