Nuclear fusion is the process of two atoms coming together to form a new atom. In the center of the sun, four hydrogen atoms and two electrons (one hydrogen atom has one proton and no neutrons) come together to form a helium atom (which has two protons and two neutrons). As a byproduct of nuclear fusion, six photons and two neutrinos are released. Photons are the basic carrier of light, and they reach Earth in the form of sunlight; neutrinos are a nearly massless particle that can pass through almost anything.
Nuclear fusion can not be produced on Earth, partially because the conditions needed for it to happen are so extreme that they can only occur in the core of a star. The temperature at the center of the sun is over 15 million Kelvin (approximately 3 million degrees Fahrenheit), and it has an extremely dense center of gravity. The intense gravity causes atoms to break down into individual electrons and protons, and then the constant movement caused by the high temperature causes them to recombine during nuclear fusion.
A star like the sun is born when interstellar matter consisting of gas (primarily hydrogen) and dust particles begin to congeal together, eventually forming the core. Stars start off as a sort of cloud (also known as a nebulae), but eventually a clump forms in the middle of the cloud. The gravitational pull of this clump will pull in surrounding interstellar matter. As the clump gets more massive, it gives off more energy until it is eventually producing helium in its core.
The sun can not continue to undergo nuclear fusion forever because it only has a limited supply of hydrogen. As the sun continues to burn its hydrogen supply, the core will contract, but its surface will expand, until eventually it reaches a point where its surface extends out to Earth (though that will not occur for at least 5 billion years). Once the hydrogen in the core is exhausted, the sun's core will fuse helium into heavier materials, such as carbon and oxygen.