Can my Android phone detect when it is in the shade? Is there any way I can get my Android phone to tell me when I am in the shade? These days the sun is pretty damaging for my skin and was curious about how I could measure this. 

Maybe if I put it in a transparent pocket somehow?
Yes, You can do this with your phones' Light sensor(usually located above the screen). It measures the light falls on your phone.
There are some apps in the play store which  provide data about the light falls on you phone and you can  save it.

Such an app is Lux meter.And there are plenty of apps to do this. Search for similar apps in Play store.