Stars are made from interplanetary gas. The atoms in the interplanetary gas start to clump together. As more and more molecules clump, a ball of hot gas forms, eventually giving off enough light and energy to blow off the nebula surrounding the stars. This is called the T-Tauri stage. And that's how a star is formed.
Just to improve on that, a stars sequence is in itself a relatively easy subject to learn and memorise, but sometimes, the facts are mis-presented. As the above stated, stars intially form from clouds of dust and gas. The force of gravity acts like a spiral, clumping the dust together to, in short, form the first stage of a star in it's newborn form; a protostar. When the tempreature becomes high enough, hydrogen nuclei undergo thermonuclear fusion to form helium nuclei and give out huge amounts of heat and light. A star is born out of this ejection of it's 'outer layer'. The star then enters a long stable period where the heat createc by the nuclear fusion provides an outward pressure to balance the force of gravity pulling everything inwards. In this stable period, the star is called a main sequence star and that sequence can last for several billion years, like our Sun at the moment.