How did Eratosthenes know that the sun is far away? The famous measurements and calculations done by Eratosthenes around 300 BC are very widely known. He concluded correctly that the circumference of the Earth is about $252\,000$ times the length of an athletic stadium.
But what Eratosthenes did would make no sense if the Sun were (for example) only $6000$ miles from the Earth. How did he know it was much farther away than that?
The sun and the moon go around the observer once a day, Eratosthenes knew that the apparent size of moon doesn't change.  This must mean that Alexandria is near the centre of the moon's orbit.  But the apparent size also doesn't change when viewed from anywhere.  So everywhere is close to the centre of the moon's orbit.  Thus the moon must be much further than the radius of the Earth. If the moon were 6000 miles from the Earth, then it would seem to grow and shrink in size as it passed by (such an effect can be seen on Mars, where the moon really does orbit close to the planet)
And the Sun is further still. At half moon, the sun seems to be at $90^\circ$ to the moon.  This is only possible if the sun is much further away than the moon.
In conclusion, the distance to the sun must be very very large in comparison to the radius of the Earth, and we can assume that that the rays of light from the sun are parallel.