The sky is blue as a result of Rayleigh scattering. Rayleigh scattering represents the high frequency of gas molecules hitting and absorbing blue light. As the horizon turns pale, the blue light has to pass through more air to reach the human eye, which causes the horizon to appear white.
Longer-wavelength light passes through the atmosphere easily. Colors like red, yellow and orange are not affected by the air as much, and the frequency of absorbed light is low. Shorter-wavelength light is scattered by gas, sending it in different directions. The scattered blue light is seen by the human eye as coming from every direction.