Seedlings from cucurbitaceae family (cucumbers,zucchini, pumpkins), peppers, some flowers and herbs need protection from direct sun until they establish.
An easy way to create some shade for them is to place plastic vegetable crates over them. These crates are readily available from vegetable markets and they’re free!
Another way of shading seedlings is to use the plants that are around them. I’m using arugula stalk to shade a zucchini seedling during the day. At night I move it to another place so that slugs and snails don’t come around.