(Others have mentioned this in comments, but the question still has no answer. I am writing this for other people that might run into the problem in the future.)
The position of the sun has no effect on the direction the light is coming from. This is because the
sun light is meant to simulate a light source that is infinitely far away. This gives an effect very close to that given by our actual sun, since the real sun is very far away.
Instead, to control the direction the light is falling from, rotate your sun object. Example:
Note that it doesn't matter where you put the sun. It could even be positioned behind the object. It is always going to give light that appears to be coming from far away, opposite the direction you have pointed it in.