Good morning Mayur and Yelena!
It is difficult to know which civilization first studied the Sun, and it depend on what is meant by "studied". The Chinese certainly studied the sky and used their observations of the Sun and night-time constellations to predict all sorts of things, including when it was the right time to plant crops and when it was the right time for people to marry. There are suggestions that ancient Chinese actually saw sunspots reflected in pools of water; these spots would have to have been very large, of course. So, simple observations of the Sun have been carried out for more than 2000 years. However, around 1610, Galileo Galilei, Christoph Scheiner, Johannes and David Fabricius, and Thomas Harriot were the first to use a telescope to study the Sun. Thomas Harriot's observation of sunspots in December 1610 is the first on record (in the west).