4 Answers

"They" did not make the sun.  The sun was created by matter. 

The sun was formed by a bunch of gas swirling about in space getting caught up in their own gravity. They started swirling fasting and faster and clumping more and more until gravity crushed all this gas together to form this large mass. The gas inside was so hot, the particles were colliding with each other and releasing massive amounts of energy, that eventually the gravity compressed it so much that it reached what is called critical mass, which allowed it to start an atomic chain reaction, very similar to a nuclear bomb. The explosions release alot of energy. This is how the sun works. 

Ask your parents to explain. 

Ask God!

With a MASSIVE big bang.

with fire bulbs