If something is heavenly, it either has something to do with God — it's sacred or divine — or it's so wonderful that it seems like it is, like the heavenly double-fudge brownies that your dad makes.
If you hear a priest in a church refer to "the heavenly Father," that basically translates to "God in heaven." When you observe heavenly objects through your telescope, you're looking at things that are in the sky, rather than something sacred or religious. And the most common, everyday way to use this adjective is to mean so beautiful or amazing that it seems like it came from heaven: "This weather is heavenly."