My cuttings have leafs/small leaflet and I move them to pots while they are just starting to leaf out. One leaf has came out, and it has shriveled up. I put them in direct sunlight. Is this light to strong? 

Yes it is too strong.
best for new cuttings with leaves to be put in shade and with some sort of humidity dome,
or the leaves will be burned by the sun
or dried out by the air.

Probably.  But it depends on multiple factors, including under what conditions the leaf first opened.  In general, leaves will harden to accomodate the strength of the light/radiation that they first open to, from a bud.  However, that is predicated on it being able to get enough moisture to be able to deal with the radiant energy.  So if they're brand new cuttings without well-developed root system, I think it's best to give them indirect sunlight, or at least to limit how much time in direct sunlight.

Mike

The tender leaves can't handle the light. I've lost a couple that way. I find florescent bulbs are gentle though.

here it is very humid once a leaf bud is there i put the plants outside in partly shaded place under a large tree  and still i see no damage and the small  figs tree seem to like it and grow very nice and big leafs.

but this probably depends on time of year etc....

I place my cuttings in sunlight (south facing window) once cupped from the sphagnum moss. They have never been harmed. If the cutting already has leaves, I sometimes keep it in a "humidity dome" (clear plastic bag) for 1-2 weeks and acclimate to the room.

When leaves "dry up" on my cuttings it is always a moisture issue, not light.

I shuffled  several dozen cuttings outside this weekend They were in full sunlight (leaves were lightly dusted with Diatomaceous Earth) for 6 hours, and there was zero wilting or leaf damage.

I put them in my garage. They do not have a super developed root system. I will put plastic wrap so the humity will be high. Hopefully I didn't ruin my cuttings. One leaf is gone, but next to it is a bud that is opening, hopefully it hasn't burned out.