Storing or operating a lava lamp in direct sunlight can weaken the color of the liquid inside. This problem is permanent and generally not covered by the manufacturer's warranty. Note that the problem is not that the wax bleaches out, but instead that the liquid becomes clear. Therefore, the problem has a relatively simple solution. Unfortunately, it requires removal of the glass globe's cap, which nullifies the lamp's warranty. However, if you've left the lamp in the sun long enough for the UV rays to clear up the liquid, then the warranty has probably expired anyway.
Turn off the lamp and let it cool for two hours. Unplug the lamp, just as a precaution, since you'll be dealing with water.
Unscrew the cap. This can be difficult, so don't be surprised if it requires pliers or a vise. Nevertheless, don't shake the bottle while doing this. Keep it steady, or else you can make your lamp permanently and irreversibly cloudy.
Drop two drops of food coloring into the water to match the color of the wax. Do not mix it into the liquid, either by shaking or stirring. Doing so can make the solution permanently cloudy with wax particulates. Instead, let the food coloring disperse into the liquid on its own.
Don't add more food coloring than two drops, or you may regret it and have to replace the water solution. (If you do have to replace it, see the Molten Medication link below for how to do so.) Screw the cap back on. Be sure to wipe your hands and the lamp dry before plugging the lamp back in.