Will the Sun ever die ?

Yes, everything will !

To know how will the Sun die, you must know how it is even working at first and how did it came into existence at first. The Sun is working because of a nuclear reaction called thermonuclear fusion reaction.

What is this reaction ?

Thermonuclear fusion reaction is the reaction in which hydrogen atom reacts to form helium atom in high pressure and temperature. This reaction involves huge release of energy giving us heat and light.

How and when will sun die ?

Sun will die when all of it's hydrogen will finish. Before dying Sun will be red giant making Earth lifeless in around 1 billion years. Then the Sun will collapse in radius to become white dwarf. White Dwarf is a dead star, if our Sun was big enough then it would have formed black hole.
Our Sun has around 5 billion years to live from now.

So this is why we must start to colonize something out of the solar system to live forever till the end of universe.