Why do Stars Shine?
What causes stars to shine? We all know how important it is that our Sun gives us light! But, why does this happen? To understand, we need to look at the structure of stars.
Because stars are so massive, the density and pressure in the cores are extremely high! In fact, the Sun's core is so hot and has such high pressure that it undergoes nuclear fusion. Fusion is the combining to two lightweight elements into a heaver element. 
In our Sun, the core converts hydrogen into helium. This conversion of hydrogen into helium is the first reaction that happens in every star, it is called the main sequence. This reaction actually ends up with a surplus of energy according to the equation E=mc2. This is because the mass of the combing hydrogen is greater that the end product of helium. Therefore, the mass is converted to energy, and that energy is the electromagnetic radiation (light) that we get from the Sun! 
Interactive Applet: Fusion in the Sun! Try out this excellent interactive applet that lets you play around with different variables in order to generate fusion in the sun!
How Stars Work This is a good article that looks at how stars work.
Nuclear Fusion Learn about nuclear fusion.
Arny, Thomas T. (2006) Explorations: An Introduction to Astronomy, Fourth Edition , The McGraw-Hill Companies, Inc. pp5-6, ISBN 0-07-302580-1.