Fire just needs and oxidizer, and their are other elements that can take it's place if their is no oxygen. (I believe bromine and iodine but I'm not sure about that.)

The sun actually isn't made of "fire." It's made primarily if hydrogen and some helium. It "burns" because the immense gravity of all of that matters crushes the hydrogen atoms together, fusing them into more helium. This fusion releases a LOT of energy. For reference of how much hydrogen the sun burns, it burns around 600 MILLION tons of it each second. That's 600 million tons of the lightest element there is.