Roughly 8,000 million years ago, there was a cloud of interstellar dust and gas. The gas was mostly hydrogen, with a fair amount of helium. Relatively nearby, there occurred the occasional supernova, seeding the cloud with heavier elements: carbon, nitrogen, oxygen, and even iron.
Over time, the cloud started to collapse under its own gravity. It lost whatever shape it originally had, and settled into a disk shape with the bulk of its material in the center.
One day, the material in the center reached a critical density, (roughly 170grams per cubic centimeter), and hydrogen atoms started fusing together to create more helium. This released a tremendous amount of energy, and the ball of gas turned on and became our Sun.