Where is it mentioned that surya gave chatra (umbrella) and paduka (sandals) to men to protect themselves from his rays?
The story Of Lord Surya gifting umbrella and shoes or pair of sandals for the protection of head and feet from his intense rays is mentioned in Mahabharata - Anushasana Parva- dana Dharma Parva - Chapter 95-96 .
Background - Once Rishi Jamdagni was practicing Archery with his bows and arrows. He repetedly used to shot arrows at aim. His wife Renuka assisted him in bringing those arrows back to him every time. Once in the afternoon in the month of Jyesthamula , Jamadagni started his practice again and ordered his wife to fetch the shafts he shot from his bow. At that time the heat of the sun from sun rays was much intense. Renuka hsi wife went to bring back his arrows. But she was forced to sit under a shed of a tree because her head and feet being scorched by the heat of the sun. She some how even in pain managed to bring the arrows to Jamadagni bit late.
Seeing this Rishi Jamadagni with wrath asked Renuka about why she was late in the said work of bringing the arrows back. Renuka then told the incidence of her head and feet being affected by the heat of the sun rays and she was Oppressed by the heat. Knowing this Rishi jamadagni said to his wife that if it is so he will destroy the sun with his energy of weapons i.e. arrows. He then aimed at the sun. Seeing this Lord Surya himself taking the form of a Brahmana came to Rishi and told him various things about necessity of the sun for the life on the earth . But insisted by Jamdagni about to bring him down , Suryadeva came under his protection .Jamadagni Rishi then asked surya for some remedy for his intense rays which affects the people. Suryadeva then presented him the umbrellas and pair of Sanddals a remedy a . P.173
एतावदुक्त्वा स तदा तूष्णिमासिद् भृगुत्तम : |
अथ सूर्योsदद्त तस्मै छत्रो पानहमाशु वै ||13 ||
Bhishma continued, 'So saying, that excellent descendant of Bhrigu remained silent for a while, and Surya forthwith made over to him an umbrella and a pair of sandals.'"
अद्यप्रभृति चैवेह् लोके संप्रचरिष्यति ||
पुण्यकेषु च सर्वेषु परमक्षय्यमेवच ||15 ||
Surya said, 'Do thou, O great Rishi, take this umbrella wherewith the head may be protected and my rays warded off. This pair of sandals is made of leather for the protection of the feet. From this day forth the gift of these articles in all religious rites shall be established as an inflexible usage!'"
Bhishma continued, 'This custom of giving umbrellas and shoes was introduced by Surya! O descendant of Bharata, these gifts are considered meritorious in the three worlds. Do thou, therefore, give away umbrellas and shoes to Brahmanas. I have no doubt that thou shalt then acquire great religious merit by the act.
So the story is mentioned in Mahabharata.