In Western cultures at least, little kids first learn to draw with a blue or (black for night-time) sky, and a yellow orb for the sun. In reality, sky can be many different colours.
Changing the colour of the sky is a great way to significantly alter the mood of an illustration. A blue sky is cheerful, a stormy sky foreboding, an orange sky indicates evening, or early morning, and a purple sky might convey a fantastical or magic world.
The silence of a falling star lights up a purple sky.
Hank Williams, using a synesthetic description
OMBRE SKIES
What if you change the colour of the sky after the rest of the artwork has been done? I read a hint lately in a digital art manual which suggested filling a top layer with the colour of your sky, then setting it to multiply blend mode. This will tint the landscape/cityscape or whatever to the appropriate hue, since the colour of the landscape is influenced by the colour of the sky above. I haven’t had a chance to put this to use, but I did try it out anyway on an illustration I’d already done, and I do believe it would be a good way to get the sky matching the landscape, if you end up with a hue which draws attention to itself, or in which the sky looks somehow separate from the land.
GREEN SKY
The green malignant light of coming storm
“The Princess” by Alfred, Lord Tennyson
RED SKY
PINK SKY
Header painting: John Muirhead – The Calm before a Storm 1881