When bright yellow, I say 'Duck'! (9)
I believe the answer is:
goldeneye
'duck' is the definition.
(type of duck)
'when bright yellow i say' is the wordplay.
'when bright yellow' becomes 'golden' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'say' indicates a 'sounds like' (homophone) clue.
'i' is a homophone of 'eye'.
'golden'+'eye'='GOLDENEYE'
Can you help me to learn more?
(Other definitions for goldeneye that I've seen before include "spy film" , "Northern diving duck - 1995 Bond film" .)