The sun is a star because it has a nuclear reaction going on inside it. We can tell by the type of radiation (x-rays, gamma rays, etc) that somes from our sun that it is a star and not just a fireball or something else.
Same answer as Jimi, we can actually pin point exact locations of reactions on the surface of the sun and map it out a lot. Considering its so hot we actually know a lot about it from all the radiation it gives off. Also a star is pretty much a big ball of reactions of gases so close to one of those!
The sun is sort of a ball of gases like Hydrogen and Helium and it is sooo hot. There are explosions on its surface and like Maddison and Jimi said, we can take pictures of these!
It is unlikely to be a planet because of the amount of light and heat we receive from it. A planet that is on fire would have very little effect on Earth if none.
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