There are many differences: 1. The sun is held together by its own gravity, a candle is not. 2. On the sun, H atoms get converted into He atoms. 3. The sun will give heat and light for roughly 5...
The difference is simply size and composition.
The sun is a ~865,000 mile diameter ball of very light elements -- 73% hydrogen and 25% helium. The pressure at the core is 340 billion earth...