Here's why:
* The Sun is our closest star. It's the only star in our solar system.
* There are billions of stars in our galaxy, the Milky Way. Many of them are much farther away than the Sun.
* There are billions of galaxies in the observable universe. Each of these galaxies has billions of stars, many of which are much farther from Earth than the Sun.
The farthest star we can currently see is Earendel. It's about 12.9 billion light-years away. That means the light we see from it today left the star when the universe was very young.
So, while the Sun is the closest star to Earth, it's not even close to the farthest!