Want to see the sky? Go outside and look up! That’s assuming you’re not on Mars, of course. Everything you see above the surface of the Earth is the sky.
Astronomers use the term "celestial sphere" for the sky. It's the space that includes everything we can see from our earthbound perspective, including clouds, stars, the sun, and the moon. If your uncle takes you out for ice cream and says, "The sky's the limit!" he means that there is no limit at all—you can order anything, even an enormous banana split.