There's a lot we still don't understand about the sun. In fact, for the most part we can only guess — though NASA wants to help our observations be more direct. The agency is announcing a new mission, Solar Probe Plus, which would send a spacecraft to the sun.
The probe, which will be around the size of a small car, has to be designed to operate in what's thought to be the sun's hottest region: its atmosphere. Also called the corona, it's estimated that it could be as much as one hundred times hotter than the photosphere, which is the surface of the sun.
To that end, the craft will employ two different solar panel arrays to collect energy. A main array that will operate during the journey to power the ship's propulsion, while a second set will be made of liquid-cooled panels made of heat-resistant cells for when the probe studies the sun from a distance of 3.7 million miles. This is where we could find that we still don't have the tech to study the sun, as the high amounts of radiation the a temperature approaching 1400° Celsius could knock the probe out.
The Solar Probe Plus mission is right now aiming for a 2018 launch.