A sun is an aspect of the Material Plane also known as a "star". Planets usually revolve around a sun (except maybe the anomaly of Outland). Some planets, like K'aresh, have more than one sun.
Suns and moons are seen in the sky of planets.
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WoW Insider Know Your Lore: The Warcraft cosmos, part one: The Material Plane by Anne Stickney May 22nd 2011 at 6:00PM