I guess you have not heard about "false colour photography".
For example, when I take pictures in infrared light, I have to show the picture in false color (in this case, I have to use visible colors instead of infrared) because real infrared is invisible to the human eye.
The caption to the picture in your link, states:
"This is a false-color image of the Sun observed in the extreme ultraviolet region of the spectrum"
Ultraviolet is a color that our eyes CANNOT see. It is possible to rig a camera so that it will catch the image of the Sun in ultraviolet. But if you showed it in ultraviolet (true color), then it would be invisible (because... we can't see ultraviolet).
Therefore, they have to change the colors (hence the caption "false-color") and they decided to use various shades of red to represent the various shades of ultraviolet.
If they had picked shades of green, would you assume the sun is green?
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As for you original question
--"Why do people think that the sun is yellow"
The answer is rather simple. The sun is roughly white. In astronomy, we use "color-temperature" for a precise decription, and white is normally defined as the color of a "blackbody" heated to 6000 K. The Sun's effective temperature is around 5700 K -- very close to white, but ever so slightly on the yellow side of pure white.
The difference is not enough to be detected by eye. However, it is enough for most astronomy books to describe the Sun as a "yellowish" star.
In addition, most people see the Sun in Earth's sky, where the air filters out some of the blue light by diffraction (that is why the sky appears blue -- it steals the blue light from the Sun).
White - blue = yellow.
This filtering out of blue, leaves the Sun looking a bit yellowish, even to the eye. Therefore, to most people, the Sun does look a bit yellowish (when compared to "pure white").
When the Sun is close to the horizon (sunrise or sunset), its light has to cross a longer path through the atmosphere before reaching our eyes (or our cameras) so that a lot more blue light is removed by the air, and even a bit of green. This leaves the Sun looking orange or even red.
Using primary color algebra:
red + green + blue = white
Therefore
white - blue - green = red.