Up Before Sunrise, Gone Before Sunset

It takes light from the sun a little over 8 minutes to reach the earth. That means the sun has actually risen at least 8 minutes before we can see it and has set 8 minutes before we no longer can see the sunlight.
Aside from the sun, the closest stars to Earth are three stars in the Alpha Centauri system. Alpha Centauri A and Alpha Centauri B are the main stars, but the third and closest to Earth is Proxima Centauri. It takes light from Proxima Centauri a little over 4.2 years to reach the Earth (Light from the other two main stars take about 4.3 years).