This is one of lifes great questions, right next to why do we have boogers and the all important question, if a woodchuck could chuck wood, how much wood could a woodchuck chuck?
The mind boggles...
Where was I? Oh yeah, well, to be honest, the sky has no color. Blue is what are eyes perceive, but there is no pigment to Nitrogen, and Oxygen. Even more peculiar is that space is black, but how can nothing have a color? And if nothing has a color, and the sky is colorless, then wouldn't the sky be nothing too?
And if nothing can be black and blue then why is water blue in oceans and lakes? Water is hydrogen and oxygen which when combined together makes a visible liquid that has no color, but is hardly nothing. If water has a blue color in a lake or ocean, why does it not have a color when it's in my glass?
So, in conclusion, if water, the sky, and space have no color, and are not nothing... why do they look the way they do?