I am growing a prickly pear cactus from seed and I noticed one of the seedlings leaves has reddish bumps on the leaves. I have the seedlings in direct sunlight and am wondering if they are getting too much sun.

You seem to be doing well so far! I don't know enough about growing cacti to comment so I will put in a request to move the question to the cactus forum here on NGA. I would think it is hard to give a cactus too much sun, but it does look to me as if they may be getting too much water. I hope you get an answer on the cactus forum, I'm not sure that it is a problem but someone there may know.

They look good to me.

Yes, I wouldn't worry. Just a note about the light... they are not in direct sunlight if they are getting light through a window, because regular window glass blocks most of the harmful UV rays in sunlight. The light your plants receive indoors is much kinder than (outdoor) direct sun would actually be. Which is what you want at this stage, so all good.