The Sun formed when a huge 'cloud' of hydrogen (H) and helium (He) plus about 2 % small particles of iron, pieces of ice and tiny grains of minerals came together due to gravity. This giant cloud was tens of light-years across and contained enough material to make thousands of stars. Stars are formed in clusters! The big cloud fragmented due to gravity and the smaller pieces fragmented again all the way down to the scale of individual stars. The Sun was one of perhaps a cluster of 1000's of stars that formed about 4.6 billion years ago.

As the smaller fragment of the cloud that became the Sun shrank, it heated up! This is because when a gas is compressed, it tends to heat up. When the temperature in the center of the proto star reached about 15 million kelvin (about 26 million degrees on the Fahrenheit scale like your mom's oven), the temperature was high enough so that a nuclear reaction started, such that H was converted to He. A product of that reaction is light energy SUNLIGHT!

The sun is a star. Stars are formed when clouds of dust and plasma in space fall by gravity into a smaller and smaller space, until the density and temperature are high enough for nuclear fusion to occur. We can see this happening in many of the nebulae visible in our telescopes: they are nurseries where stars are being born.

The nebula from which the sun came has long since spread out into space and no longer exists. That was billions of years ago.