Let's see... For the first question, no one really knows. Not even Bob. I know you are thinking, "?!?!?!!??!?!?" You see, Einstein figured out, that there is no such thing as absolute space. Space is warped, meaning curved, so all things have to be relative to one another. Even that is not completely right, because space is curved. So... that is your answer, if you mean the place. But, lo and behold! We have another answer...
Most people accept the theory of the big bang. You know, when everything, and I mean everthing, that has ever been and will ever be, was condensed into infinite density, and then it went "Bang!". Well, I sure don't think that any big bang made everything. It just made it spread out. And one day, our big ol' everything, ever, is gonna go, "Shmook!" and collapse back in on itself.
Well, the Sun cam from the big bang, though the big bang didn't create it: the big bang made it go out and made the planets that go around and around the Sun, kinda like how most people revolve around electronics. Those who don't, I shall always shun them. They do not belong here, in this world of rapidly growing minds!
Anyway... to answer the second question, t
Don't worry, we're still a few hundred million years away from that. But for now, have sweet dreams. So, the Sun came from the big bang, and it's darned hot because it's a giant ball of burning hot gasses that will one day destroy our earth.