There is no oxygen on sun(if I am not mistaken).So,how does the hydrogen present on sun burn to give out heat and light?
The sun doesn't need oxygen. The sun is not a fire.
A fire is what you get during a chemical process—-something combines with oxygen to produce heat.
The sun is not a chemical process, it's a nuclear process.
A coal-burning power plant needs oxygen because it burns coal to make heat. A nuclear power plant does not need oxygen because it uses a nuclear reaction to make heat. There's no fire in a nuclear reactor; you're not burning anything.
Same with the sun. The sun uses a different nuclear reaction (fusion rather than fission), but like a nuclear power plant, nothing is burning.