The Sun is a star. A star is defined as a sphere that emits light by itself. So it is distinct from other spherical objects such as planets and satellites that can only reflect lights from other sources, and in most of cases, their host stars.
The Sun is mostly consist of plasma, which means a complete separation of a proton and an electron due to high temperature. They are freely flowing, and since they have charges, such flows create electromagnetic fields.
Image courtesy: NASA/SDO