Sun is made up of gases mainly like hydrogen, helium and small amount of other elements like sulphur, magnesium, carbon, neon, iron, oxygen, nickel, chromium and calcium. Temperature on the surface of sun is approximately 5780K, giving the sun white color but it often appears yellow to us when we look at the sun from the earth because of the atmospheric scattering of light.
When white light coming from the sun towards the earth passes through the atmosphere of the earth, the blue light scatters (which is responsible for the sky to appear blue) and is left with red color light which appears to us as yellow. When sun goes down in the west during sunset more blue light is scattered than normal so sun appears to us more dark say orange or red. So it can be said that when we look the sun from the earth it appears yellowish but if we move to the space, out of the atmosphere than we will surely notice a slight change in the color of sun and its brightness too.
Some people believe that the appearance of sun is only the interpretation of human eye, that the light comes from the sun and strikes our retina visual cortex then starts processing and finally tells brain that the light is yellow in color.
Color is detected by photosensitive cells in our eyes which are known as cones, some animals do not have these cones. So it can be possible that they see this light as somewhat grey but this is not actually proved and we are not sure about it. They have black-white rods in their retina which have the high light sensitivity.