There is little or no breathable oxygen in Neptune's atmosphere, but there is a great deal of methane, which is poisonous to humans. Winds rip through the atmosphere at hundreds of miles per hour.
You could not see the Sun, stars, or any of Neptune's moons through the thick cloud cover.
Since they have no internal heat source to warm them, Neptune's moons are even colder than the planet itself. Triton's surface is colder than any other planet or moon in the solar system. Through Triton's thin atmosphere, the Sun would look more like a bright star than the disk we see from Earth.