My baby starts crying in bright lights or sunlight, is this normal?

Yes. Many babies find bright lights (or loud sounds) upsetting. If you baby is fine under ordinary light in the house, and the eyes look normal, there's probably nothing to worry about. I do recommend you mention this to your pediatrician at the next routine visit to be sure.
Yes. Almost all babies are very sensitive to bright light in the first weeks of life. They will prefer to open their eyes more in a dimly lit room. This does not indicate that their is anything wrong with your child. By 6-8 weeks of age, your baby should be more alert, awake and interactive, even in well lit areas.