The air particles in the atmosphere are involved in scattering the light that falls on them from the Sun, into its component colors/wavelengths. Sun gives out white light, which comprises of all the colors of light in the visible spectrum - violet, indigo, blue, green, yellow, orange, red.

Out of these colors of light which gets scattered, the blue color of light is maximally scattered by the dust particles, which has a comparatively shorter wavelength, much less than red light. So it is subjected to increased scattering by the air particles and it is this scattered light which we see. Thus, for most of the time, the sky appears to be blue in color.