Window covering?

Heavier black plastic garbage or yard waste bags taped together, cut to size and hung by a few pieces of tape will work too and cost nearly nothing.

But if it's a very visible room with lots of window space, go for some type of curtain (or blinds) being visible to the outside. Most of the other options cited, such as films/sheets of plastic, will look out of place, not normal for a sun room.
 
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