For anyone curious in gaining a more intuitive understanding of this good answer, I highly recommend playing a few hours of Kerbal Space Program. Hitting the sun is both hard and expensive: things in orbit want to stay in orbit, so it takes a lot of energy to change orbits. (And you're likely to have a few rockets explode within the atmosphere as you attempt)

The smartphone game Osmos really brings orbital mechanics into hand, in a fun/mindless way.

2) It's actually a lot easier to speed something up enough to eject it from the solar system than it is to slow it down enough to let it fall into the Sun. the first is only 18 km/s but the later is 30 and with the tyranny of the rocket equation every bit of delta-v is harder than the last.

Orbits are very non-intuitive until you've had a chance to play around with them, KSP did wonders for my understanding of orbits. Lots of people make the mistake that once you're in orbit you can just freely move in 3D to wherever you want a perception not helped by the number of times movies show it working that way.