Our sun is a low mass star and is therefore powered by a nuclear fusion reaction called the proton-proton chain. The chain starts with two hydrogen atoms which both have one proton in their nuclei. These two protons fuse together to make a new nucleus. The net effect of the reaction is that one proton transforms into a neutron with the emission of a positron and an electron neutrino.
In order for the two protons to even come close to each other they have to have enough energy to override the repulsion between the two positive charges. The sun is very hot which means the atoms have lots of energy allowing this to occur. This first step is very similar to beta-plus decay.
The new creation is said to be a heavy hydrogen atom which is also called deuterium. The deuterium then quickly fuses with another hydrogen atom and helium is produced.
The new atom is a light helium atom, a regular helium atom has two protons and two neutrons as apposed to two protons and one neutron . This part of the reaction doesn’t release any other particles it is just the two nuclei merging together.
The final step is two light helium atoms fusing together to create a stable helium atom and two hydrogen atoms.
One proton and one neutron from each helium are fused together and two protons (hydrogen nuclei) are released from the reaction and are able to start the process again.
What’s happening to the electrons?
I haven’t mentioned electrons throughout the entire process and this is because they are not included in it. At such high temperatures the nuclei find it hard to capture the electrons so during this process we are only considering what is happening to the nuclei of the atoms.