Light of a shorter wavelength (blue) gets scattered more easily by the atmosphere. This makes the sky blue, the sun yellow (or red at sunset) etc.
For details, see the link below to my recent answer to someone who was wondering why the Sun may look yellow...
Now, I am just waiting for someone to ask about the "green flash" (the dot of white or green light visible for a brief moment, under favorable conditions, as the red disk of the Sun disappears at sunset). Have you ever seen it? If not, watch for it next time you have the opportunity to watch a sunset over the Ocean...
