1st thing to remember: Provide them always with a shaded place, when you place them in the sun. They must have the option to go to the sun and stay in the shade if they prefer it. Since they are in a cage, they have limited places to go and if it is warm outside and the sun is direct, this can be pretty dangerous.
You can see also in the nature birds sunbathing. They get fluff up (they seem like “bloated”) and they separate their feathers. They also open their wings a bit like at the foto above. You will see them during this time heavy breathing. They get very hot obviously, when they do that, so please always have for them shade there. They know when to go away from the sun and search selter at the shadow (taking as granted that you always provide them shadow as well!). You see them panting like this cause it is a way to thermoregulate while staying at the sun.
You can see Mira in the video below, how she changes position to place both its sides to the direct sun.
Sunbathing is a vital process of the canary´s cause it helps the canary stay parasites free. So it is a way to stay healthy. When they are fluffying up, they allow the sun to reach more surface on them.
Apart from the parasites-killing, it is a way to take care of their plummage. With the sun´s help, the oil on their feathers can be placed in a wider surface.
Like people they also get vitamin C while staying in the sun.
If you have birds, you probably already notices, that canaries going to the sunny part of the cage after a bath in order to dry faster.
Check out the video to see the signs in order to protect your bird.
Yannis and Stella @Apollon, Naxos 