There is a series of steps in this reaction.  Each step releases energy, part of which we see as visible light and feel as heat.

3Helium Production
Two protons (hydrogen nuclei) combine to produce one deuterium nucleus (2H) with one proton becoming a neutron releasing a positron (anti-electron) and an  
electron neutrino.  The positron annihilates with an electron producing two gamma-ray photons.  The deuterium combines with another proton to produce  
3helium (3He), which is a light isotope of helium, plus another gamma-ray.  While the temperature remains around 10 MK, not too much more happens.  It is  
interesting to note that, on average, a hydrogen nucleus has to wait for one billion years before it combines with another hydrogen nucleus.  A star just contains  
so many hydrogen nuclei, it is enough to keep it going. 

PP I Branch
Once the temperature rises above 10 MK, up to about 14 MK, the PP I reaction combines two 3He nuclei to produce one 4He nucleus and two hydrogen nuclei.   

PP II Branch
Once the temperature rises above 14 MK, up to about 23 MK, the PP II reaction comes into play.   In addition to an abundance of hydrogen, there are 3He and  
4He nuclei.  A  3He and a 4He nucleus combine to form 7Berylium plus a gamma-ray.  The 7Be captures an electron and decays to 7Lithium plus an electron  
neutrino.  Finally, the 7Li combines with a hydrogen nucleus to form two 4He nuclei.   

PP III Branch
Once the temperature rises above 23 MK, the much rarer PP III reaction starts.   Again, a 3He and a 4He nucleus combine to form 7Be plus a gamma-ray.  Now  
the 7Be combines with a proton to produce 8Boron plus a gamma-ray.  The 8Boron now decays into a 8Be nucleus and releases a positron, an electron neutrino  
and a gamma-ray.  Finally, the 8Be forms two 4He nuclei.   

The energy production comes from the fact that the final 4Helium nucleus contains 0.7% less mass than the original four protons.  This mass is converted into  
pure energy, and is what powers stars like the Sun. 

Proton-Proton Chain

Astronomy & Cosmology -

Life & Death of Stars