What happens if Mars hit the Sun

A comet plunging into the sun would result in the destruction of the comet, and not a lot else. The effect on the sun would be essentially zero.

Venus, Mars, and the Earth could all plunge into the sun together directly between the sun and Mercury, and Mercury wouldn't even feel a gust of wind.

Hell, *Jupiter* could crash into the sun, and while that might affect the outer planets, it would probably be to an insignificant degree, and the outer planets wouldn't notice it at all.

Addendum: Comets crashing into Earth: There are two reasons a comet hitting Earth would be more destructive. First, the surface is solid, so the impact would be instant. A comet hitting the sun, assuming it could remain intact somehow, would be slowed by passing through miles and miles of hydrogen atmosphere. The same amount of energy is delivered in either case, but the direct impact is weakened if the comet slows down first.

The second reason is, although a comet hitting Earth would do enormous direct physical damage from the impact, what ends up causing mass extinctions is the dust that is thrown into the atmosphere, which ruins the ecosphere for a long time.