Recording temperatures in the sun can skew the results. If a thermometer were to be placed in the sun, it is possible that the heat transfered to any surrounding objects can radiate to the thermometer skewing the actual temperature of the air outside. The standard for official thermometers is to place the instrument within a shield, resulting in shade.
Temperatures are recorded in shade because when in shade thermometer reads temperature of air around it. Where as in direct sunlight the thermometer absorbs light energy which will be converted to heat energy by thermometer. So the heat energy and the temperature of air around it combined shows higher reading when in direct sunlight. So temperatures are measured in shade.
If direct sunlight hits the thermometer, a false reading can be given because the temperature of the thermometer, itself, will rise creating a reading that is too high.
That is because the true temperatures are indicated in the shade. Areas that are concentrated with the sun may reflect more of the sun's energy which is not reflective of all regions.
The temperature measured is the air or ambient temperature and to do so the measuring equipment can't be exposed to direct (or reflected) sunlight, otherwise the readings won't be correct.
Temperatures recorded in the sunlight will vary and will be wildly too high for the actual air temperature. Mounting your thermometer in the shade will give you a more stable temperature. Just keep in mind it was taken in the shade.
What sort of temperatures? For the weather or for your health? Most likely in either case it is because you want the atmosphere temperature, and want to eliminate additional heat from the sun that is not necessarily everywhere
If the temperature is taken in the shade, then what will the temperature difference be in the sun in the middle of a hot summer, example if I am sunbathing, what temperature will I be exposed too?