The sky is blue on a clear day because molecules in the air scatter blue light from the sun more than red light.

Earlier on Newton believed that the sky was blue due to the reflection of light particles off of water droplet in the atmosphere.

John Tyndall in 1859 discovered that blue particles have a shorter wavelength and are scattered. See Tyndall Effect

Later on scientists realized that Oxygen and and Nitrogen in the air scatter the light particles.