As you may have noticed, the sun is rather hot, at its minimum temperature it reaches temperatures as low as those found in the core of the earth. That massive thermonuclear ball in the sky is enough to heat up our whole planet, even with 12 hour breaks.
The sun works hard to produce our heat. There is one odd thing; as long as you keep the mass the same, you can make a sun nearly as hot as our own. The key happens to be the results of so much mass, the force of gravity and the pressure it exerts.
The sun has a mass of about 2 billion billion billion tonnes, and a gravity 28 times ours, this mass and extra baggage causes immense pressure like you wouldn’t believe. If you have ever used a bike pump and noticed how hot it gets you may understand, with compression comes a greater temperature, and on this scale you get something as hot as the sun. The only condition for the same heat is that it must have the same mass. Make it out of salamanders, sunken Spanish galleons or knitted jumpers if you want. If you’ve got enough you will have an object as hot as the sun.
Now here is the part where I scupper the plans for your giant sun made of yarn; it doesn’t work. This sun won’t stay hot. Without the nuclear fusion of hydrogen, helium and many other elements we have no source of new heat. The giant sphere would radiate heat and rapidly cool. Shame.