The light we receive from the Sun is electromagnetic energy which has a range of wavelengths. Usually we cannot differentiate between the different wavelengths, and the light appears white, but they become visible in a rainbow. In a rainbow we see seven colours. In order of decreasing wavelength these are red, orange, yellow, green, blue, indigo, violet. We cannot see electromagnetic energy that has a longer wavelength than red (infrared) or a shorter wavelength than violet (ultraviolet).
The Earth's sky is blue because the air molecules (largely nitrogen and oxygen) are much smaller than the wavelength of light. When light encounters particles much smaller than its wavelength, light is scattered in all directions. This scattering is known as Rayleigh scattering. Blue light, however, is much more readily scattered than light of longer wavelength. In fact blue light is scattered some 16 times more strongly than red light. Consequently, the sky appears blue. Rayleigh scattering also provides the explanation for the colour of skies at dusk and dawn. A setting or rising Sun appears red because the blue light has been scattered away from the direct sunlight.
Occasionally, other colours of the sky can be seen. These are caused by the scattering of light by particles much bigger than air molecules, sometimes larger than the wavelength of light. Dust particles, from natural or man-made pollution, can be many times larger than air molecules but still small enough to not fall out to the ground. If the dust particles are much larger than the wavelength of light, the scattered light will be neutral in colour, for example white or gray. By the same principle water molecules in clouds are sufficiently large to scatter all wavelengths equally. Therefore the scattered light contains all wavelengths and clouds appear white.
If the dust particles are of approximately the same size as the wavelength of light, all sorts of interesting scattering phenomena may happen. This happens here on Earth from time to time, particularly in desert areas, where the sky may appear white, brown, or some other colour.