The sky is blue because out of different colors that come from the sunlight, it has the shortest wave since light energy also travels in a wave. The light coming from the sun looks like a white color but it actually contains different seven colors i.e ROYGBIV, you can see all the seven colors when the rainbow is formed in the sky.
The simple explanation behind the blue color of the sky is that, when sunlight reaches the earth, the various kind of gases in the atmosphere help in scattering the different colors that white color from the sun produces. Since blue light has a short wave, it gets scattered more rapidly than other colors.To prove this, you can get a prism and place a white light in the direction of the prism, you would see all the seven colors that are embedded in the white color of the light.