Stop and think. What color is emitted from a light source? If we think about the sun, it’s looks just a big white light that is shining down on the Earth. In all reality the light is every color in the rainbow. To see what I am talking about, take a look at the figure below.
In this figure you can see that when a light source is shown through a prism, it bends the light so you can see any color of the rainbow. This is the same for the sun. When the light enters the Earth’s atmosphere (to see a definition of the atmosphere and it’s layers follow this link) it is scattered around the gas molecules. The blue light is scattered more than the other colors because of the short wavelengths.
You might be thinking, why not violet. It is lower on the Electrogmagnetic Spectrum. There are a couple of reasons why. Our eyes have three different color receptors; red, blue, and green. The blue light stands out more to us than the violet. The other reason is that the violet portion of the light is absorbed and scattered in the upper atmosphere. So the color is not as strong as blue. This is why you see a blue sky!
Resources: Link 1