The latest installment of MinutePhysics tackles the enduring question of why the sky appears blue, and the less common (albeit related question) of why the sun appears yellow.
If you can spare the time, I highly recommend complementing this short episode of MinutePhysics with Radiolab's longer, hour-long episode on colors. In it, Jad Abumrad and Robert Krulwich uncover an intriguing perceptual pattern: Across all cultures, words for colors tend to appear in stages, and blue nearly always comes last. Why? Good question.
The Radiolab episode closes on a particularly interesting angle on the why is the sky blue question, with a thought-provoking experiment performed by linguist Guy Deutscher "on his daughter Alma when she was just starting to learn the colors of the world around, and above, her."
See also: Why isn't the sky violet?