سِرَاجًا وَهَّاجًا (a burning lamp): It is the sun.
We notice the accuracy of the Holy Qur’an whenever speaks about the moon, it describes it as shining. However, when it describes the sun, it mentions it as a burning lamp. What is the difference between them?
A burning lamp means that its illumination comes from within itself. It also contains heat and light. This is the sun. Whereas the light of the moon is modest as it is a reflection of the sun’s light. Therefore, when Allah (swt) wanted to praise His Prophet, He (swt) said:
﴾ يَا أَيُّهَا النَّبِيُّ إِنَّا أَرْسَلْنَاكَ شَاهِدًا وَمُبَشِّرًا وَنَذِيرًا % وَدَاعِيًا إِلَى اللَّهِ بِإِذْنِهِ وَسِرَاجًا مُّنِيرًا ﴿
(O Prophet, indeed We have sent you as a witness and a bringer of good tidings and a warner. % And one who invites to Allah, by His permission, and an illuminating lamp.) (Al-Ahzab: 45-46)
A lamp is always burning, it cannot be illuminating. Burning may harm but the Prophet (saws) is shining but his light does not cause any harm to anyone. So Allah (swt) is giving examples about the miracles from what the humans can see to prove His existence, so after that to move to talk about the unseen and the D ay of Judgement.