Not like people are watching you, but rather you're sitting there and all of a sudden the sunlight hits you and it gets intensly hot. It happened to me while walking around the Taste Of Madison over the weekend. Nice weather, but I took a few steps around the Capitol Square and all of a sudden the sunlight reflected from glass on a building hit me like a laser beam.
A weird experience, but appearntly it happnes all over the world. Check out this Tweet from London: