The trouble is that natural light--that is, sunlight--is pretty harsh unless it's filtered or reflected in some way. In the East, where we lived for many years, clouds and the air itself--usually dense and heavy with humidity--act like an enormous filter, scattering the suns rays and creating soft even lighting for hours on end.
Here in Utah the lighting's a bit tricky, particularly those stretches where the sky remains a cloudless expanse of bright blue for weeks on end. Those "Utah days" pose a real challenge, particularly for portrait photographers, as the bright sun burns out highlights and creates harsh shadows, kids (and adults) squint their way through a photo session, and even if you put the subject in the shade, most photographs take on a kind a washed out, steel gray tint, as all that blue gets reflected and captured by the film or image sensor.
So, what's one to do? Well, figure out a way to soften all that harsh light and make it work for you. You can do that by taking photos early in the morning or during "the golden hour" just around sunset. You can use filters to diffuse the sun (tough though, as the kids still squint), or reflecters to pull a bit of sunlight into a deep shadow. You can wait for a cloudy day, or you can, as in the photo above, simply position the subject close to a window, where light is reflected from the outside and often diffused through a sheer, white drapes. (Actually, this subject positioned herself, thank you. Anyone know a one year old who will sit still?)
Whatever you do, however, and whatever your light source, the goal remains the same: finding a soft, even light that that makes your images pop.