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Pressure and Heat
Chemically, the Sun is somewhat simpler than the Earth, in that it is a big ball of mostly hydrogen and helium gas. Although these are the lightest elements in the universe, the Sun's enormous gravitational mass crushes them together with unimaginable force. According to the ideal gas laws, compressing a gas into a smaller volume increases its temperature, and the temperature at the core of the Sun is very hot indeed. Collisions between atoms are so frequent and involve so much heat energy that thermonuclear fusion takes place, releasing even more energy and heating the gas to tens of millions of degrees.
Radiation
Hot objects radiate heat by emitting photons, just as the heating element of an electric toaster throws off infrared light that toasts your bread. The incredibly hot plasma at the Sun's core radiates a lot of energy, but it has to travel through as much as 400,000 miles of densely-compressed hydrogen, which is, for all practical purposes, opaque. No sooner does a photon appear than it is absorbed by a nearby nucleus, heating it. Soon that heated nucleus emits another photon, though not necessarily in the same direction. On average, it can take the energy of a single photon 40,000 years to make its way to the Sun's surface in this way, even though such radiation technically travels at the speed of light.
Conduction
Hot matter can also transfer its heat by means of conduction. Particles (molecules, atoms or nuclei, and electrons in plasma) laden with heat energy bash into each other, transferring that energy in the same way that billiard balls transfer their kinetic energy in a collision. This is how the hot surface of a skillet transfers heat into a frying omelet. The heat at the core of the Sun thus makes its way toward the surface through this sort of collision, as well as by radiation.
Convection
Recall that compressing a gas into a smaller volume causes the temperature to rise. The reverse is also true: heating a gas raises its pressure, causing it to expand. The gas in hotter regions of the Sun thus become less dense than cooler gas around it, rising upward in convection currents. Convection is a third way heat is transferred from the core to the surface. Convection currents also occur in the Earth's atmosphere and oceans, as well as the magma under the planet's crust.
The Photosphere
The heat from the nuclear fusion at the Sun's core eventually makes its way to the star's photosphere, named from the Greek word for "light." The surface of the Sun is much cooler than the core, only about 10,000 degrees Fahrenheit, but that's still warm enough to glow white-hot, shining with the familiar warm, yellowish-white of our daylight. From its origins tens of thousands of years below, the heat energy of a particle in the photosphere take the form of a single photon of visible light and streams out into space. Eight minutes later, it might land on your kitchen table.