So I've started to introduce my fly traps indoors to sunlight. I open the blinds to leave an area of the bright sunlight to hit my plants. However, I read that when these guys begin the process of dying, their cilia, or teeth, start to become black/brown, then it goes to the rest of its stem. On my plants, I've noticed new tiny stems are growing but the tips are black and I'm pretty sure that means it's already dead. I've also noticed that on the leaves, there are black dots on either the middle of the leaf or on the edges of the leaf but the trap itself is green. Could this mean that the sunlight is burning my plants? I live in Arizona and it is the hottest of all places.
If your indoors then I doubt the sunlight from a window will do any harm. Arizona may be hot, but I don't think that could put a Venus Flytrap over the edge.
Venus Flytrap leaves can start to blacken in a lot of different ways naturally. The fact that a plant's leaves is starting it's decline near the leaf instead of the cilia doesn't exactly mean much by itself. If a lot of leaves are dying at once or at a higher frequency then it's something significant.
However if developing growth is dying before it can completely turn into a leaf then there is an issue. It sounds like your plant is not getting the energy it needs to sufficiently grow. Often times a windowsill doesn't give the amount of light a Venus Flytrap needs. Usually I'd say to put it outside and it would be good, but in this case, Arizona can push the already tough limits that these plants have. So I'd recommend to grow the plant somewhere outside that has a good amount of shade, especially during the mid afternoon. And water well.
It sounds like they need MORE light, not less. Venus flytraps do best in full sun outdoors if possible (though in AZ you might have to shade them during the hottest part of the day to keep them from overheating). Indoors, they won't even develop working traps without a bright grow light or something.