Methyl orange is an acid-base indicator that is used to indicate the endpoint of a titration. In the presence of an acid, it changes color from orange to red. When methyl orange is added to sulphuric acid, which is a strong acid, it undergoes protonation and changes color to red. The chemical reaction involved in this process can be represented as follows:
$$H_2SO_4 + Methyl\ orange \rightarrow HSO_4^- + Methyl\ orange\space H^+$$
The H+ ions from the sulphuric acid combines with the indicator giving it a protonated form and making it acidic thus resulting in color change from orange to red.