Why are my Nikon D7100 photos often underexposed in Aperture Priority?

I wonder if there are any adjustments I need to make in my camera setting to avoid this problem.

It sounds like you might have the exposure compensation set to underexpose the image.

If you're shooting in aperture priority mode, the camera will adjust shutter speed to give a medium exposure. So, one possibility is that you've got the meter set to spot mode, where the camera only looks at a very small part of the image. If you happen to be metering off a bright part of the image, the camera will adjust the shutter speed to compensate for that brightness, and that will cause the rest of the image to be underexposed. But it seems unlikely that you'd point the meter at a bright part of the scene in every image, so exposure compensation is a more likely culprit. The exposure compensation setting lets you control the camera's target exposure level. It's how you tell the camera "I want to make the image darker (or brighter) than the typical medium exposure."

On the D7100, the exposure compensation button is the one marked +/- and located near the shutter release button.

One more thing: Don't judge the exposure by how the image looks on the camera's display. The problem could be as simple as having the display's brightness turned down. Use the histogram display to get a better sense of the true exposure, or import the images to your computer and look at the images there.