The heat that the sun's fusion reaction produces makes all of the atoms and molecules inside of it move quickly (atoms are always in motion and move faster when hotter) and in many cases a fusion reaction would lead to an explosion. But the sun is also very heavy which means that the gravity pulling all of the sun's hot gases towards the center of the sun is also very strong. That gravitational force is 28 times higher at the sun's surface than the gravity we feel on earth's surface. There are two competing forces: due to the heat it tries to expand, but due to gravity it tries to contract. These two balance each other out so the sun stays the same size.

Good question. The Sun is a stable object because there is a balance of two forces that are equal. The explosive force is that associated with nuclear reaction in its interior where by Hydrogen is transformed to Helium plus some energy. This is thermal pressure making the reaction products want to disperse (explosion). On the other hand, the force of gravity is strictly attractive and IT is causing the Hydrogen and Helium of the sun to want to shrink down...gravity pulls everything IN towards the center. So these two forces are opposed and they equal each other in absolute value...one pushes OUT and the other pulls IN... Hence the Sun appears stable.

Force balances are very important for example, if gravity is pulling you towards the center of the earth why don't you sink there? That’s because there is a pressure force that the earth exerts on your feet pushing you up! Gravity down and pressure up and hence you can stand still and not accelerate because the sum of gravity down and pressure up equals zero.

You're right, the Sun is a star. But stars aren't exploding all the time. Stars evolve, growing and changing over millions of years. After their very last phase, they will eventually explode.

Think of the stars in the night sky. These stars spend all their time burning their fuel and evolving into bigger stars. Each of them will explode someday, but we'll be lucky just to see one of them explode.

The sun (like any star) has enough mass that its gravity holds it together. It would explode if not for its gravity.

Stars exploding despite their gravity (supernovae) are actually powered by the gravity as the star's interior collapses to become a something much denser than a star. The sun does not have enough mass (and thus enough gravity) to do this.