1. Using the Polygon Tool, double click on the Polygon Tool icon and enter the settings shown:
2. Now you have a equilateral triangle.
3. Go to 'Object > Transform > Scale' and use the following settings. You should end up with the triangle shown.
4. This step is not mandatory, but it does make things easier. Go to 'View > Snap to Point.' Now whenever you click somewhere on the screen, the click will end up right on top of the nearest point in the image.
5. Now select the Rotation Tool and click at the top point of the triangle. Since you chose "Snap to Point" it will line up perfectly. This is the point at which the triangle will now rotate around when you use the Rotation Tool. I now gave the triangle a light blue fill and no stroke.
6. While holding shift+alt, click a little below the bottom of your triangle and drag over to the area shown below. Holding alt will make a copy of your triangle. Since you are also holding shift, the triangle will rotate in increments of 45 degrees (1/8 of a circle). Now you should have 2 triangles as shown:
7. Use the ctrl+d shortcut to duplicate your last action. To do this, press ctrl+d 6 times to make 6 more copies of the triangle, each rotated 45 degrees, and complete the sunburst look.
Use the Selection Tool (black filled arrow) to drag a selection rectangle around all of the triangles. Go to 'Object > Group' to put all of the triangles together as one group. Now use the Selection Tool again to click your sunburst group, then grab one of the corner handles that appears, hold shift+alt, and drag it outward to expand the sunburst. In this step, I also added a black background.
8. With the sunburst group selected, open up the Symbol window ('Window > Symbol') and click the 'New Symbol' icon.
9. Click the button in the top right corner of the Symbol Window and go to 'Save Symbol Library.' Give your new library a name, and now your symbol will be accessible in any future document.
10. Repeat all of these steps with alternate settings to make sunbursts with different looks. This one uses a scale setting of "Horizontal: 100%, Vertical: 600%" and a rotation angle of 20 degrees. To get an angle of 20 degrees, I brought up the Info Window ('Window > Info') and instead of holding shift while rotating the 1st triangle, I looked at the Info window and rotated it approximately 20 degrees. Make sure you use a multiple of 360 for the rotation angle (i.e. 20, 30, 45, etc.):
The final result:
