The Pencil and Brush tools are useful, but sometimes frustrating. I always found the open paths it creates particularly annoying. A simple solution is to press the Option/Alt key when you are ready to close a path. Once pressed, it will join the first and last anchor points with a straight line. Holding down the Option/Alt key and drawing a little past the starting anchor will close the path automatically.
Sometimes I get very lazy, especially illustrating. I don’t want to draw things a couple of times to see if I like it. This happens all the time with the Star Tool. I usually have to draw the shape a few times to see how many points I like and see if the radius is the right size . Not any more! You just drag out the star shape, press a couple of buttons and you have a burst just the way you like it!