Actually... the definition we were taught in the kindergarden that the Sun is a burning ball of hot gas is wrong... severely wrong.
The Sun is by no means burning!
How can it burn? There is no oxygen in space!
So, now, you would ask then how does the Sun get so much energy... if its not burning?
The thing is ... the Sun appears that it is burning... but actually a chemical reaction called the fusion reaction is taking place. In this process, atoms of hydrogen are converted to helium:
After converting hydrogen to helium, it emits lots of energy which ultimately fuels the mighty Sun...