Matter in the Universe can exist in different states. While the most common states of matter found on planet Earth are solid, liquid, and gas, practically all the visible contents of the cosmos are in the state of plasma, the so-called fourth state of matter: stars, nebulae, the solar wind and even the matter surrounding black holes. Plasmas are hot ionised gases that interact with electromagnetic fields, thereby exhibiting a myriad of beautiful phenomena, such as waves, turbulence, wave-particle interaction, or magnetic reconnection. Their understanding is crucial for the comprehension of many astrophysical phenomena. Plasmas almost never arise naturally on Earth. Some spectacular exceptions are the aurora borealis or lightning. Humans artificially create plasmas in their everyday life: neon tubes and plasma screens are everyday examples. Plasmas are also widely used in industry, for instance to build solar panels or aerospace propulsion systems. Since the beginning of the 1950's, the idea of inducing thermonuclear fusion, namely emulating the Sun's source of energy, in a controlled manner has driven an enormous research effort in the field of plasma physics. In fact, controlled fusion could provide our society with a clean, safe, and virtually inexhaustible source of electric power production. However, achieving fusion relevant conditions, e.g. ignition, requires a plasma to be confined at very high densities and temperatures for a sufficiently long time. Despite fantastic progress and encouraging results, there are still some challenges to face that require a deep understanding of plasma physics. In this talk, I will give an introductory overview of the physics of plasmas and controlled magnetic fusion, including the context, the concept, and the physics challenges still to overcome.