If energy can neither be created nor be destroyed,what is the ultimate source of energy?

We usually say that the ultimate source of energy for earth is the Sun. So this means that sun creates energy but according to the law of the conservation of energy energy can neither be created nor destroyed, so how does the energy come into the sun? That is just an example. We know that energy is transformed from one form to another but is not created and destroyed. But that is confusing because there must be an ultimate source of energy. How is energy created in this source? If it is related to the atomic level, then how can atoms possess energy? Is the law of the conservation of energy untrue?