Where does the energy of a star such as the Sun come from

Stars generate energy because of nuclear fusion that happens inside them, and part of the energy leaves the star in the form of light. Nuclear fusion occurs only at very great temperatures and pressures. The simplest fusion reaction that can occur is the reaction in which four hydrogen nuclei or protons are changed into a helium nucleus, two positrons, two neutrinos, and some photons.
Nuclear reactions cannot occur at will, but have to obey certain conservation laws. For example, the total (net) amount of electrical charge q must remain the same during the reaction, and the total number of nucleons m must also remain the same. Another conservation law ensures that whenever a nucleus ejects a positron, then a neutrino is also ejected. There is no conservation law for the number of photons that are emitted.

In ordinary stars (dwarf stars, stars on the main sequence, stars of brightness class V), with central temperatures between about 1 million and 20 million kelvin, energy is generated only using the proton-proton reaction and the CNO cycle. In the Sun, less than 1 percent of the energy is generated using the CNO cycle, and more than 99 percent with the proton-proton reaction.

In our sun, nuclear fusion is occuring. Billions of times each second, 4 hydrogen atoms are being fused together to form an atom of Helium, releasing energy in the process.
Larger stars can fuse Helium into Carbon and Calcium; even larger stars can fuse carbon and calcium into heavier elements.

From the nuclear fusion that is happening at the star's core. At the center of the star, the intense heat and pressure causes the atoms - mostly hydrogen - to fuse together, creating heavier elements and releasing huge amounts of energy.

The fusion of hydrogen into helium gives off a lot of energy.