Well, the energy comes from the proton-proton chain which collides two protons, forming a deuterium core, a positron and a neutrino. The positron almost instantly annihilates with an electron, creating a gamma ray of energy. The deuterium core then collides with a second proton, forming helium-3 and releasing another gamma ray in the process.

How the actual sunlight forms, I don't know tho. It has something to do with the neutrino carrying energy to the protosphere, but what happens there, dunno.