The fill-in-the-blank would be:
The planets closest to the Sun and found between the Sun and the asteroid belt are Mercury, Venus, Earth and Mars. These planets are known as the INNER planets.
As you mentioned, Mercury, Venus, Earth and Mars are the four planets closest to the Sun, residing within the solar system's innermost region. They are located between the Sun and the asteroid belt.
These four planets are collectively referred to as the "inner planets." This term describes their relative position within the solar system - they are the planets closest to the Sun's inner core.
As an alternative, these four planets are also sometimes called the "terrestrial planets." This name refers to the fact that they have solid, rocky surfaces like Earth, hence the term "terrestrial" meaning "Earth-like."
In summary, the filled-in response would be:
The planets closest to the Sun and found between the Sun and the asteroid belt are Mercury, Venus, Earth and Mars. These planets are known as the INNER planets.
Inner planets is the broader term that would fit within your given sentence, though terrestrial planets is also correct and commonly used for these four bodies.
Hope this explanation helps! Let me know if you have any other questions.