How can you visit the sun withour burning up?

It depends on how close you want to get to the sun. Getting close to the sun is very dangerous and definitely not just because of the heat. This expitition would be extremely costly because of this with very little purpose. As well, the 150 million kilometer distance is many times the 300,000km to the moon, which was an incredible feat. Lastly (and most importantly), you could not visit the sun and then leave, you would be sucked in. The gravity on the sun is much greater due to its size.