Basically because the planet the craft is being launched from is hurtling around the sun, you have to first cancel out all of that...let's call it horizontal motion. Its the same way that orbits around earth work, you throw the thing horizontally fast enough and it will just fall around the planet. Want it to stop orbiting? Now you have to slow it down enough that it no longer falls around the planet but falls onto the planet.

Well while things are falling around (orbiting) the Earth, the Earth is falling around (orbiting) the sun. To launch something from earth and have it hit the sun, it first needs to get through all of Earth's atmosphere, achieve orbit around the Earth, then exit the Earth's sphere of orbital influence by increasing the height of the orbit so that the craft is no longer orbiting the Earth but orbiting the Sun, then decrease that orbit around the sun until eventually you get so close to the sun you fall into it rather than falling around it.

Now, if we were a real space program planning a real mission, we'd probably do something frugal and smart like using gravity assists to make the whole endeavor more achievable (which is exactly what the Parker Solar Probe did!)