Scientists have found out the answers to questions like these.
The light from the Sun is really made up of all the colors of the rainbow. Light energy travels in waves, like waves in water. Blue light waves are shorter than light waves of any other color.
Sunlight is scattered in all directions by the tiny molecules of air in Earth's atmosphere. Blue is scattered more than other colors because it travels as shorter, smaller waves. This is why we see a blue sky most of the time.
When the Sun is lower in the sky, sunlight goes through more of the atmosphere. The blue light is scattered so much that the reds and yellows pass through to your eyes.
Dust, pollution, and haze in the daytime can make the sky look grayish or even white, and sunsets look less colorful.
A volcano can throw huge amounts of dust and sulfuric acid droplets (tiny drops) high into the atmosphere. After a very large eruption of a volcano, sunsets around the world will be more colorful for many months.