The energy transformation in the sun is primarily the change of nuclear energy to light energy.
More Explainable: The sun is said to "burn hydrogen" but what that really means is that near the center of the sun there is enough temperature and pressure to cause the fusion of hydrogen nuclei (protons) into helium nuclei (two protons and two neutrons). The fusion (not fission) reaction energy give off energy in a complex way that includes heat and light. The light works its way out from the center of the sun to the surface and eventually out of the surface into space. That is the sunlight we see as well as some light that is outside our range of vision. The light is electromagnetic energy.