Core
This is the inner most part of the Sun. Here gravity has squeezed the Sun so much that hydrogen compresses together to form helium and release energy through nuclear fusion. All the energy that comes away from the Sun and all the reaches the Earth started in the core. The core is around 150 times as dense as water and has a blazing temperature of around 15 million degrees Celsius or 28 million degrees Fahrenheit.
Radiative Zone
This is the layer of the Sun above the super dense core. The density slowly decreases moving away from the core. Light produced by nuclear fusion in the core travels out in the shell called the radiative zone. This layer is not as dense as the core but it is still so dense that light from the core bounces around taking about 100,000 years to move through the radiative zone.
Convection Zone
This is the layer of the Sun above the radiative zone. When the density of the radiative zone becomes low enough energy from the core in the form of light is converted into heat. Much like the bubbles in a pot of boiling, the heat from the edge of the radiative zone rises until it cools enough that it sinks back down. This pattern of heated material rising then cooling happens in big bubbles called convection cells.