Here is the technical low-down. Fun is a noun. You use adjectives to modify nouns; that is, to change them in some way. However, very is an adverb. You use adverbs to modify verbs or other adjectives. So it is incorrect to use an adverb to modify a noun. You could say, “It was a very exciting time.” In this case, very is used correctly because it is modifying the adjective exciting. You could also say, “It was very enjoyable,” in which case very is still modifying the adjective enjoyable. Or you could simply say, “It was fun.”