The colour of the sky comes from sunlight scattering off of the air molecules (and to your eyes). Blue light gets scattered more than red light because it has a shorter wavelength, and so the light you see when you look at the sky appears blue.
This is also why the Sun appears red at sunset. When you look directly at the Sun, you're looking at the light which hasn't scattered. As it travels through the atmosphere the blue light is gradually removed. At noontime the light travels a shorter distance through the atmosphere so only a bit of blue light is removed, whereas at sunset the light travels longer (because of the angle) so more blue light is removed, making it redder.
Interestingly the light from the Sun is actually bluish white - but appears yellow for this reason!
Note thankfully this isn't in any A level syllabus as far as I know, but it is interesting and a very typical Oxbridge interview question.