What's wrong with my delphinium seedling?

The only seed that sprouted, I have just this one delphinium seedling. The leaves are now recognizable as delphinium, so it's much more established, but I don't know why it's yellowing. Is it too much sun for them? Living in SW Missouri. If there are diseases or bugs, it's my only plant. It would suck to throw it away. I did plant more seeds last week, so hopefully I'll get more. Any ideas? Should I put it in some shade?