All lights have a CRI score, this measures how well lights reproduce colour. Good production lights will have a CRI score of 95+. The sun has a CRI of 100 because that's the standard of which all other lights are compared to, so yes daylight is a fantastic source of light.
If you do not have access to any lights, using a window to light your scene is a great alternative. Make sure you position yourself or your subject facing the window so that the window acts as a key light and set your white balance to daylight or 5600K.
The downside of using daylight as your key light is that your cannot control it. You can modify the light to make it softer, or bounce it to increase its spread, but you can't control it. The problem which arises then is you'll start to see variations of light in the scene. One shot might be really bright as the sun was shining, but the next shot might be dim if the sun dipped behind a cloud.
It is because of this inability to control the light that as filmmakers we often pull curtains and block windows to prevent the influence of the sun on our scene.
When needed, the sun can be an excellent source of light, however in most situations limiting the influence of the sun on a scene is prefered so that we can have full control of our lighting.
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