I think that there was another topic on this somewhere.
It is because (if I remember) the majority of the earth's surface is covered with water, and water is a bluish colour. The sky is a reflection of the earth's surface, and the blue colour is the strongest so that makes the sky blue.
That wasn't very clear, I ran out of words and had a mental blank halfway through.
Someone smarter than me can tidy that up a bit I hope.