Re: Is there any moon has its own moons ?

As far as I know, there are no moons that have their own moons, though there are a few asteroids that are known to have companions. These are called binary asteroids, and if the celestial mechanics is just right, the asteroid and its moon might be captured by a planet. Phobos and Deimos, the moons of Mars, are thought to be captured asteroids.

More information on certain binary asteroids can be found at: http://apod.gsfc.nasa.gov/apod/ap001101.html
http://apod.gsfc.nasa.gov/apod/ap991014.html
http://apod.gsfc.nasa.gov/apod/ap990807.html

More information on Phobos and Deimos can be found at: http://seds.lpl.arizona.edu/nineplanets/nineplanets/phobos.html
http://seds.lpl.arizona.edu/nineplanets/nineplanets/deimos.html

The Earth didn't come from the Sun. Instead, the Earth and the Sun formed at almost the same time, when a giant molecular cloud made of dust and gas collapsed. Very simply, the gas molecules went into the Sun, Jupiter, Saturn, Uranus, and Neptune, while the dust particles formed Mercury, Venus, Earth, Mars, the asteroids, and the cores of the giant planets.

The core of the Earth is probably composed mostly of iron (or nickel/iron) though it is possible that some lighter elements may be present. Temperatures at the center of the core may be as high as 7500 K. The surface of the Sun, however, is at a temperature of about 5800 K. Its composition is mostly gas, about 75% hydrogen and 25% helium by mass; everything else ("metals") amounts to only 0.1%. This changes slowly over time as the Sun converts hydrogen to helium in its core.

The different temperatures, then, are due to the Earth and the Sun being different objects (one mostly "metals", the other mostly gas). They formed from different elements and are different sizes. More information about the Sun and Earth can be found at: http://seds.lpl.arizona.edu/nineplanets/nineplanets/nineplanets.html
and information about planetary/star formation (as evidenced by the Hubble Space Telescope) can be found at: http://oposite.stsci.edu/pubinfo/PR/1999/21/index.html
http://oposite.stsci.edu/pubinfo/PR/1999/05/index.html
http://oposite.stsci.edu/pubinfo/PR/95/44.html
http://oposite.stsci.edu/pubinfo/PR/94/24.html