The Sun is a medium-sized star made mostly of hydrogen and helium. It is powered by nuclear fusion of hydrogen into helium, and it gives out most of its energy as infrared, visible light and ultraviolet. It is one of many billions of stars in our galaxy, the Milky Way, which is one of many billions of galaxies.
A star forms when a cloud of gas and dust collapses under gravity and heats up. It is stable while the inward pull of gravity is balanced by the outward push from its hot centre. What happens when the hydrogen runs out depends on its mass.
Light from distant galaxies shows redshift: its wavelength is longer than expected, because the galaxies are moving away. This supports the Big Bang theory.