The sun is composed largely of hydrogen, and helium is the number-two
element (in fact, the name for helium comes from the Greek word for
"sun", as the element was first identified by the characteristic dark
bands in the solar spectrum). Most atoms in the sun are "ionized" --
the electrons are not bound to the protons in the hydrogen of the sun.
So you could think of it mostly as a plasma of protons and electrons
held together gravitationally and electrostatically, with radiation
pressure holding it up.
That's not the whole story, however. The sun manufactures elements
from lighter ones in the process of nuclear fusion. Helium is a
byproduct of nuclear fusion, and beryllium, lithium, boron, and other
atoms are part of the ordinary fusion process.
Furthermore, the solar system is full of heavy elements. Just look
at all the stuff on Earth. I'd imagine any element found on Earth is
present in the sun, but not in as much quantity as the hydrogen and
helium. Elements heavier than iron are formed in supernovas. The solar
system has plenty of these, and so debris from an ancient supernova
contributes to the composition of everything in it, including, and
especially, the sun.
(published on 10/22/2007)