Is the sun on fire? It's sure hot enough! Wow! But it's not really on fire in the conventional sense. Fires on earth are all chemical reactions. That means the atoms and molecules involved are all busy trading around electrons and rearranging themselves into new chemical compounds, and we get lots of heat, light and smoke. On the sun, however, it is already really, really, really hot, and there aren't any whole atoms to be found because the extreme heat has driven away all their electrons. The superheated "soup" that is the sun is actually another state of matter.
Remember that things are basically solids, liquids or gasses. When things are as hot as they are on the sun, however, the formation of another state of matter - a plasma - occurs. And the forces at work on the sun are nuclear forces, not chemical forces like in fires here on earth. Is the sun on fire? Not in the conventional sense. It is a nuclear furnace powered by nuclear fusion, not by "ordinary" chemistry like fires here on earth.