The band "They Might Be Giants" once recorded a cover of the classic educational song "Why does the Sun Shine?" The refrain goes like this:
"The Sun is a mass of incandescent gas,
a gigantic nuclear furnace,
where hydrogen is built into helium
at a temperature of millions of degrees."
While the temperature estimate is high (our Sun is less than a hundred thousand degrees on the Kelvin/Celsius scale), the song otherwise makes for a good starting description.
The sun is mostly made of hydrogen - the simplest element - in vast quantities. The mass of the Sun was enough to initiate the nuclear reaction that fuses hydrogen into helium. (The immense gravitational force compresses the atoms closer together than normal, and creates a lot of heat energy.) Once begun, the nuclear reaction continued to supply energy in vast quantities, enough to maintain the nuclear reaction and to bathe the solar system in light. The term "incandescent" in the song refers to the process by which light is produced - the gasses are heated, supplying enough energy to excite the electrons, each of which then gives off a photon of light while returning to normal.
While we may refer to hydrogen and helium as gasses, this is not really the case on the sun. Compressed as tightly as the atoms are, it is more of a fluid. The intense heat also tends to ionize the atoms (causes them to lose an electron), making a plasma. Regardless of the state of the matter though, hydrogen nuclei still are the dominant species in the sun, followed by helium. Hydrogen and helium can be combined in sequence (by fusion) to produce other elements as well, and small amounts of the elements up through iron can be found in the sun.