The Sun is a thing in the Universe.  It is the star that the Earth revolves around and comprises part of the Solar System, which itself is a part of the Milky Way.  It's very very hot and is mainly made of burning chemical elements, hydrogen and helium, that kind of thing.  Other planets also orbit the Sun.

It's been around for quite a few billion years and it will eventually blow up or whatever.  But it might shrink into a black hole.  Nobody really knows for sure.