The Sun is the closest star we have access to, and for that reason, most of what we know about stars today is based off of what we've learned from studying our own.
On the other hand, everything we've learned so far is based off of observation from afar, and we haven't quite gotten that close to the Sun just yet. NASA is attempting to change that with a future mission to 'touch' the Sun by getting closer to it than we ever have with a specially-designed probe meant to collect data about our star and beam it back to Earth for us to study.
This mission will involve the use of new carbon composite technology that is capable of putting up with blazing-hot temperatures that will undoubtedly be encountered as we journey so closely to our Sun. This new shielding will enable the components behind it to work at near-room temperature despite being right inside of the Sun's coronal layer where temperatures reach 2,500º Fahrenheit.
We might be able to use what we learn from this mission to develop improvements in our predictions of solar activity and to improve future space probe technology.