What happens when you put a piece of paper under a magnifying glass and expose it to the sun?

It all depends on how well you focus the beam of the magnifying glass. You need to adjust the distance from the glass to the paper until the light from the sun is concentrated in a tiny brilliant white spot. That spot is very hot as well as bright and so the paper is heated enough to start charring. It may even catch fire, so be careful to try this on a safe surface like concrete or stone paving.

Try not to look at the bright spot with unshielded eyes, as it is bright enough to damage your eyes.