Light (from the sun, light bulbs, fire, etc) is made up of electromagnetic waves. White light contains all the colours of the rainbow and each of these colours has a different wavelengths. The longest wavelengths of light are on the red end of the spectrum and the shortest wavelengths are on the blue/violet end of the spectrum. When light enters our atmosphere it collides with the oxygen and nitrogen atoms. The colour blue, with its shorter wavelength, is scattered more by these collision. This scattered blue light is what makes the sky blue.