First of all, given our current technology, it would take quite a while to travel to the nearest star, which would be our sun. It would require quite an effort just to get to our sun, and sustain life as we know it while getting there.
Next, stars do not consist of material such as Earth and the other terrestrial planets, with solid surfaces. Stars consist largely of hydrogen and helium, which are gases, and are constantly undergoing nuclear fusion, which releases lots of energy and high energy radiation, both of which would be bad for human beings.
Lastly, stars do not have atmospheres like the one we have on Earth. The two outer layers of our sun, for example, are consisted mostly of hydrogen and helium, with no notceable presence of oxygen. Humans would have a difficult time breathing on a star.
Humans, or any life form, would not be able to survive on a star for many reasons.
Stars do not have a solid surface on which humans could stand. "A star is a hot, roughly spherical ball of gas," primarily hydrogen gas, so there would be no way for a human to alight on a star. The solid core of a star is in the center of the roughly spherical ball of gas and would be unreachable by any man-made capsule or space module.
This ball of mainly hydrogen gas is lit up by the nuclear reactions burning within its core - the event that makes the body what we call a "star." Tremendous amounts of heat and radiation are also given off by the reactions taking place in the star's core - conditions that would be impossible for humans to survive.
One: you can not stand on a star.
Two: there is no atmosphere, so you could not breath.
Three: even on the surface of a star, it is at least 10000 F. This means that even if we could get there, we would be incinerated nearly instantly. (Not fun. At all.)