Ever get a shot indoors that looks all yellow?
Every type of light we work with doing photography has a different color temperature. Color temperature is measured in a scale called Kelvin. There is a lot of debate about the exact numbers, but generally they are listed as such:
Sun 5,500 degree K
Cloudy 5,000 K
Shade 4,800 K
Incandescent 3,600 K
Florescent (available in most K temps)
You see many of these options now when you go to a home supply store to buy light bulbs. The call them Full Spectrum, Daylight, Cool, Soft or Warm colored bulbs.
When we were using film, we use to have to use filters to make corrections in each type of light or our color would come out with strong yellowish, bluish, or greenish casts. Our digital cameras have a feature called White Balance that we can set to a type of light. We no longer need filters.
My recommendation is to set White Balance (WB) in auto (AWB) and then the camera will do the switching from the sun to shade to cloudy automatically for you. There is also a custom WB setting where you can create your own balance using a WB card, diffuser, or even easier, use a white piece of paper. Use the AWB position and it will cover almost any situation.