Here's why it appears different to us:
* Atmosphere: The Earth's atmosphere scatters blue light more effectively than other colors. This is why the sky looks blue. As sunlight passes through the atmosphere, blue light gets scattered away, leaving the remaining colors (which appear more yellow/orange/red) to reach our eyes, especially at sunrise and sunset when the light has to travel through more atmosphere.
* Our Eyes: Our eyes are most sensitive to green light, so we tend to perceive the Sun as yellowish-white.
So, while we often see the Sun as yellow, orange, or red, it's actually emitting all colors of the rainbow, making it white!