The sun is made of plasma, but contains very little nitrogen. Most of the sun is hydrogen, and most of what isn't is helium.

Plasma is a state of matter, like solid, liquid, or gas. Any matter can become a plasma, just as any matter can freeze, boil, condense, or precipitate. Plasmas behave similarly to gasses, except that they are electrically charged and thus subject to magnetic fields, which is normally something that only (some) liquids and solids can manage.