Great question, and the funny thing is, what we get from the Sun here on Earth is actually only a tiny fraction of what the Sun actually produces! The Sun generates its energy from nuclear fusion. Fusing atoms together is a very difficult process, but if successful, an amount of energy can be produced (proton-proton chain reaction). This energy is released as a gamma ray. Each step of the fusion reaction produces a new packet of energy, and this happens billions of times over, generating lots and lots of energy. This energy gets transported from the core to the surface and is radiated into space for us to use!