Looking at the radius and mass of stars on Wikipedia, I see that the Sun is the densest of all, often many times denser than other stars. Is that because only non-dense starts are easily seen from a distance? Are there any stars of comparable luminosity to the sun that can be seen with the naked eye, and do they have a similar density as the sun?
If needed I can copy-paste the mass and radius of other stars here for reference.
The answer lies in the selection bias towards brighter stars. There are two reasons this makes the Sun look relatively dense.
The first is in Martin's answer. Looking at a list of brightest stars, many (e.g. Betelgeuse, Aldebaran, Antares) are red giants. These are stars that have finished burning hydrogen into helium in their cores and are much larger in size than main-sequence stars like the Sun. As a result, their mean densities are small.
The second effect is that the more massive a main-sequence star is, the smaller its mean density but the greater its luminosity. So again, more massive stars on the main-sequence (e.g. Rigel) are easier to see but also have lower mean densities.
If you compare the Sun to stars from a list of Sun-like stars, you'll find it isn't unusual.
The sun is the same density as other dwarf stars.
Most of the visible stars are red giants, because red giants are, well giant, and so quite bright and visible.
Red giants are much lower density than the sun because although they started as much smaller stars with a mass of only a few times that of the sun, they have changed (as their fuel reactions change) to produce much large cooler atmospheres - and so lower densities.
On the other hand there are stars much much denser than the sun, although these are small and less bright so not easily visible,
