Before you can even start collecting them, you have to wait until you can use the harvest sprites. Then eventually you get an event with one of the sprites about collecting sun stones (All of this is within the first month of the game). You have to search various locations and talk to people a certain amount of times (1 per day) for them to give you one. You also have to befriend them to get another one too, I think. It's been too long since I last played this.
