Well, I suppose what you mean by damage. Because the Sun is not a nice place, and a lot of what comes from there is at odds with life as we know it, and would kill us outright.
We’re in a very luck situation here on Earth because we’re relatively far from the Sun (but not too far to freeze to inexistence), we have both a decent atmosphere and a relatively strong magnetic field. The atmosphere absorbs most of the life-threatening ultra-violet and X-ray radiation (so high-frequency light which would kill us by radiation damage) and the magnetic field deflects the energetic electrons and protons (solar wind, flairs, …) which the sun keeps throwing at us (and would eventually strip the atmosphere away form the planet, and we’d all suffocate).
It turns out most of these things don’t affect us too much and we can think of the Sun as a nice yellow thing in the sky giving off warmth and making stuff like peaches grow. The truth is the Earth is keeping us alive, while the Sun – well, its trying to kill us.