The earth is traveling around the sun at about 67000mph (29,722 meters per second, the unit of measurement I'll use from here on our for consistently) that means to fall into the sun (and this is once you've already expended a ton of Delta-V (delta-V being a count of meters per second in change to orbit your craft needs to make/can make) escaping the Earth's gravitational influence) you'd have to slow down a significant portion (about 24,000 meters per second specifically) of that 29,722 meters per second that you're hurtling through space at.

It takes so much energy to try to crash a craft into the sun it's literally cheaper (only costing about 8,800 m/s of Delta-V, compared to about 24,000 m/s of Delta-V) to fly the craft very very far away, such as to the edge of the solar system, then zero out the angular velocity so it effectively falls into the sun, than it is to fly directly to the sun. This tactic also enables one to use another planets gravitational influence to "gravity turn" and save on fuel, but it's still horrendously expensive to get even a small craft weighing a fraction of a ton from the surface of earth out to the edge of the solar system to begin with.

Rockets face a significant challenge in that in order to reach orbit they need a large amount of energy, sources from a large amount of fuel. To get 1 ton of payload to orbit it needs an amount of fuel which adds additional weight which then requires additional fuel to lift the mass of the fuel. Because of this it takes about 100kg of fuel to get 1kg to orbit

In short, I highly recommend spending a few days playing Kerbal Space Program to learn far more than will fit in a single comment about orbital dynamics. That game is amazing at teaching basic concepts of orbital dynamics and the incredible challenges space programs face in just getting payloads to orbit let alone incredible feats like interplanetary travel or interstellar travel