If you don't want a sprite to be apart of your current scene, You'll need to make another scene. If you want them to interact, you'll need to have another scene, (AKA a level/world scene). And instance the other 2 scenes in. In short you'll be needing 3 scenes total.
--player (instanced in)
--otherthing (instanced in)
to instance in a scene click on the chainlink icon (it's right next to the plus symbol(the one that adds nodes into your scene))
It's how Godot's node system works. It's a good idea to look at the Godot Documentation when your stuck.