Stars with mass more than 150 Solar Masses are believed to be unstable. The radiation pressure from the core would be so high that it would shed the outer layers of the star eventually leading to loss of mass.
Sagitarius A* weighs around 4 Million Solar Masses.
So in order for it to be a star before becoming a Super Massive Black Hole, it would have to be a star with less than 150 Solar Masses, become a blackhole (in a process which anyways sheds a lot of mass) & then grow from there to acquire a mass of 4 Mn Solar Masses.
Frankly this process would need a LOT more time than the age of the universe. So it could not be a star before becoming a black hole.
Blackholes this big are formed by either of the following three processes:
- Massive cloud of gas compressed to not just form a star but directly a blackhole. This is believed to be the most common or likely way of formation of Super Massive Blackholes.
- Blackhole Collisions can also make bigger blackholes. But in order to make blackholes with Millions of Solar Masses, you need loads and loads of Stellar Mass Blackholes. And loads & loads of time.
- Accretion Disk (the glowy ring around the Blackhole) is another way of adding mass to Blackhole. But its unlikely, because there usually has not been enough time for a blackhole to eat so much for it to grow this much.