The sky is blue because of something called Rayleigh scattering. Blue light has a shorter wavelength and gets scattered more than other colors when it hits molecules in our atmosphere. That's why we see blue coming from all directions.
Sunrises and Sunsets
At sunrise and sunset, light has to travel through more atmosphere to reach your eyes. This scatters away most of the blue light, leaving the reds and oranges we associate with beautiful sunrises and sunsets.