Concept:
The Solar System consists of eight planets revolving around the Sun. They are arranged according to their distance from the Sun.
The order of the planets is:
\[
\boxed{\text{Mercury } \rightarrow \text{ Venus } \rightarrow \text{ Earth } \rightarrow \text{ Mars } \rightarrow \text{ Jupiter } \rightarrow \text{ Saturn } \rightarrow \text{ Uranus } \rightarrow \text{ Neptune}}
\]
Step 1: Recall the position of Mercury.
Mercury is the:
\[
\boxed{\text{First planet from the Sun}}
\]
and therefore receives the maximum solar radiation.
Step 2: Compare the given options.
• Jupiter -- Fifth planet.
• Mars -- Fourth planet.
• Neptune -- Eighth planet.
• Mercury -- First planet (Correct).
Step 3: Additional facts about Mercury.
• Smallest planet in the Solar System.
• Has no natural satellites (moons).
• Completes one revolution around the Sun in about 88 Earth days.
Step 4: Final conclusion.
Hence, the closest planet to the Sun is:
\[
\boxed{\text{Mercury}}
\]