"Of course" is more certain than "sure". "Of course" means certain and obvious, where sure just means certain. They can normally be used in the same places, but not always. For example, if someone makes a request, you can use either to answer "yes". "Could you fix my car?" "Sure" or "Of course." However, you would probably not say "Of course" unless your job is fixing cars, or if you have fixed that person's car in the past. If you don't know much about fixing cars, you might say "Sure, I can try," to mean you are not certain that you will be successful, but you will attempt it. You would not say "Of course, I can try," because "of course" is certain and "I can try" is not.