Take a bunch of hydrogen gas abundant in the Universe thanks to Big Bang (with current average density about 1 atom/cubic foot), and just let it shrink under its own weight about 10^10 in all directions, and you have a star. Depending on how inhomogenius is initial bunch compared to surrounding, it may take a while for smooth cloud(many billion years) or much less for turbulent one (only few million years) - by the way, here shock wave may come handy to provide slightly more dense cloud than surrounding to start a gravitational collapse around it.

You do not need to heat hydrogen up, cuz as atoms fall onto each other, they gain speed (temperature) 'til it is high enough to start (wery slow) p-p fusion (10^7 K). Futher fall will be on halt until hydrogen burns into helium, then more contraction brings temperature up to burn helium into oxygen, then into silicon, then iron, and then a star collapses into newtron state or black hole.