NOT TRUE
Avoiding visible sunlight doesn't automatically mean you're completely protected from UV rays. Clothing only offers partial protection from UV rays. A thin white T-shirt, for example, can let in up to a quarter of UV radiation.
By staying in the shade, you avoid direct UV radiation; the sun's rays don't reach you directly. But just like visible light, UV radiation can reflect. White beach sand, for example, reflects a lot of UV radiation, meaning it can still reach your skin indirectly, even if you're sitting under a parasol.
This means it's still possible to burn or tan in the shade, albeit at a slower rate than if you were directly exposed to the sun. It's therefore important to be aware of the effects of reflected UV radiation and to protect your skin properly, even in the shade.