Your eyelids when closed do provide some protection from the suns UV rays that can blind you.
That is as long as you do not look directly at the sun.
If you close your eyes and then look at the sun you still may feel the UV rays trying to come through your closed eyelids.
I did that before and closed my eyes and looked towards the sun and my eyelids did protect my eyes from the sun but I still had to look away from the sun within a minute even with my eyes closed.
Also if you use a tanning bed then you must wear tanning goggles because your eyelids will not block out the direct intense and harmful UV rays of the tanning bed.
The tanning bed rays can make you go blind even if you close your eyes so make sure to wear the provided tanning goggles while in the tanning bed.