you’ve got some great questions. The key to this is to remember that we are not the centre of the universe. The sun may be the biggest star from where we are looking, but it is much smaller than many.
I’m no physicist so I’ll keep this as simple as I can understand it…
Generally, stars are pretty big and big things have their own gravitational pull, meaning that nearby objects (like planets) will orbit them. As we are one of these objects orbiting a particular star, it appears huge to us but in reality, from a planet in a different galaxy, our sun would look tiny.
I concur with John, the sun is the only star in our solar system so to us it’s pretty darn big, and keeps the planets in our solar system orbiting it by its gravitiational pull. However it is by no means the biggest star in universe.