Why is it colder at the tops of mountains even though they're closer to the sun?

Good question, nameless 8-year-old!

Not only is the top of the mountain closer to the sun, but as everyone who's ever played with matches will tell you, heat rises, which gives even further credence to the thought that the higher you go, the warmer it should get.

The best answer is that it's colder on top of the mountain so the snow doesn't melt, and we can go skiing.

The true answer does indeed have to do with air pressure. The higher the pressure, the warmer the temperature, as there are more air molecules bumping into one another.
Don't discount the power of the sun at altitude, though. Mountain climbers typically wear very powerful sun-goggles (goggle-shaped sunglasses), as there really is more ultraviolet radiation at the top of the mountain, and if you decided to sunbathe on top of Mt. Everest you'd be in danger of a very nasty sunburn if you were't busy freezing to death.

Thanks for the question, and please let me know if you want a little more detail.
Or, you can go read Essentials of Meterology by Donald Ahrens.