Family of Our Sun is called Solar System. Our Solar System has a parent start called SUN and various members like Planets, Dwarf Planets, Asteroids and Comets that circles or orbit the Sun and Moons also called Satellites that circles to their respective planets. One important fact is that all members of Solar system including Sun rotate on their axis and Our solar system is part of Milky Way Galaxy.
Our Sun has eight planets i.e. Mercury, Venus, Earth, Mars, Jupiter, Saturn, Uranus and Neptune. It has more then hundreds of moons, many dwarf planets and a very large number of asteroids and comets. Some dwarf planets and asteroids also have their moons.
The first four planets are Mercury, Venus, Earth and Mars. These planets are also called inner or inferior planets. These four planets are close to the Sun and are made up of Rocks, that is the reason why they are also called terrestrial planets. The four outer or superior planets are Jupiter, Saturn Uranus and Neptune and made up of gases. And they are also called gaseous planets.
All planets except mercury have air or atmosphere. Atmosphere on Mars in thin where as on Venus it is very thick. Saturn Moon named Titan is the only moon of solar system which has an atmosphere.