The sky's blue is due to Rayleigh scattering. As light moves through the atmosphere, most of the longer wavelengths pass straight through. Little of the red, orange and yellow light is affected by the molecules in the air. However, much of the shorter wavelength light (Blue) is absorbed by the gas molecules. The absorbed blue light is then radiated in different directions and is scattered all around the sky. This is why you see the blue light from everywhere overhead as some of the scattered light reaches you. Thus, the sky appears blue.
As you look closer to the horizon, the sky appears much paler in color. To reach you, the scattered blue light must pass through more air. Some of it gets scattered away again in other directions. Less blue light reaches your eyes. Thus, the color of the sky near the horizon appears paler or white (a lighter shade of blue).