Here's a breakdown:
* Distance: The Sun is about 93 million miles away from Earth. The closest star to our solar system, Proxima Centauri, is over 4 light-years away. That's about 25 trillion miles! All the stars we see at night are vastly further away than the Sun.
* Perspective: Because of its proximity, the Sun appears much larger in our sky. Imagine holding a small object a foot from your face and then holding a larger object at arm's length. Even though the larger object is objectively bigger, the smaller one appears much larger because it's closer.
It's like looking at a car in your driveway versus a car in the distance. The car in your driveway appears large, while the one in the distance looks tiny even though they are both the same size.
The Sun's proximity also explains why it's the only star that we see as a disc in the sky. All other stars are so far away that they appear as points of light.