Our Sun is a yellow star, but there are also stars of many other colours. What causes the different colours? It's all down to the temperature of the surface of the star.
Take a look at this chart. It shows stars with different temperatures. The temperature of most stars is between about 3,000 °C and 40,000 °C. Our Sun appears as a yellow star because it has a surface temperature of 6,000 °C.
The Sun looks yellow because most of its light is at the wavelength where our eyes see yellow. If the Sun radiated most of its light at much shorter wavelengths for example, the Sun would look blue , like this.