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All stars start out a giant clouds of neutral hydrogen, which has been left over since the Big Bang. Some event, such as a nearby supernova explosion causes the cloud to collapse inward, and then gravity takes over. As the cloud collapses, it breaks up into different knots of material, each of which will go on to form a star.
As the cloud continues to collapse inward, the conservation of angular momentum from all the particles sets the cloud spinning. As gravity pulls it further inward, it begins spinning faster and faster and flattens out into a disk. The star forms from the concentration of material in the center of the protostellar disk, and the planets form out in the disk.
In the beginning, a star shines because of the heat of compression through gravity. But eventually the core of the star heats up to the point that nuclear fusion reactions can occur. At this point, the star blasts away the remaining dust and gas with its solar winds and enters the main sequence phase of life.
A star like our Sun will continue as a main sequence star for billions of years; slowly converting hydrogen into helium in its core. But it will eventually run out of easily usable hydrogen in its core. When this happens, the star collapses down a little and then starts to convert a shell of hydrogen into helium around the core. This additional heat puffs out the star into a red giant, causing it to become much larger.
A typical star will go through several phases of expansion and contraction as it burns through shells of hydrogen around its core. Larger stars will also switch to helium fusion in the core, and even go up the periodic table of elements, fusing heavier and heavier elements. Eventually they’ll reach the limits of gravity, running out of fuel to burn. The star will then slough off its outer layers, creating the beautiful planetary nebulae we see from Earth.
And then the star will collapse inward, becoming a white dwarf star. This is a highly compressed object that can have the mass of the Sun, but only be as small as the Moon. It’s still hot because of the residual energy it had when it was a true star, but it slowly cools down, eventually becoming a black dwarf; the same temperature as the background of the Universe.
Stars much larger than our own Sun can have a more dramatic finish. The largest stars will detonate as supernovae when they reach the end of their lives. Some will then collapse down to become neutron stars or black holes, while others explode with such energy that the entire star just blows itself apart.
We’ve also recorded several episodes of Astronomy Cast about stars. Here’s a good one, Episode 12: Where Do Baby Stars Come From?