What you probably don't know is that penguins have to worry about sunburns. They live in places where are reasonably cool. They have to hide there feet so they don't get burnt and for baby penguins it is even more dangerous. When baby penguins are born they don't have any feathers so there skin is more vulnerable from the sun rays. The penguins are then forced to go into the water to cool off making it very easy for predators to get them.
https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEiLeU5PRDUnAULeYWP0bpkjNzly1waEVM73TuwsWknnWhfZtRT6x6tb2gTdwOF0_wt8KgXB_Kd0wGCyrq_BQstExFHOdxHmuROL_Uz2NZ8eeQPqHiZSro_Egaz57_a_vGHcsafKaCuA7wc/s1600/march_of_the_penguins_300.jpg
http://www.penguins-world.com/penguins-and-global-warming.html