Well, the sun wasn't known as a star for a long time through history, and deities were often of a single celestial body, or the stars.

So depending of how faith in this setting works, ie, if its what people believe, is real. Then the sun is... the sun.
But if its not, and the above mentioned is just superstition, then its most assuredly a star.

I think this is up to the GM since he didn't mention this in the setting description.