The Sun is a mixture of gases - approximately 75% hydrogen and 25% helium. These proportions are changing over time as reactions in the Sun's core convert hydrogen into helium. It's the energy released by these reactions which produces the Sun's heat. At the Sun's core, where the temperature is 15 million kelvin, the gases are compressed by gravity to a density many times that of lead. While this gravity tries to shrink the core, the Sun is kept in equilibrium by the counterbalancing force of the energy released as the hydrogen burns.
Away from the core, both the density and temperature of gases decrease quite quickly. Heat radiates outwards through a 'radiative zone' until it reaches the photosphere.
The photosphere - which you could think of as the surface of the Sun - even though it's not solid - lies beyond the radiative zone. It is a layer about 500 kilometres (300 miles) thick, where the temperature is a 'cool' 5 800 kelvin.
