All worlds have a sky and have either a atmosphere or none. Skies and atmospheres can differ greatly between worlds There could be more than one moon or none at all. There could be different constellations from those in our night sky. There could be more than one sun during the day, or there could be no actual night sky because there are multiple small stars orbiting a large solid planet (I don’t know if that is even possible but it sounds cool).
Now for the atmosphere. It can consist of different elements and can vary in terms of clarity, smell, and the refraction of light. The clarity and smell obviously because of suspended particles. Differences in atmosphere can mean differences in life in that world. An animal might need to adapt if the air is always filled with dust or ash, or if there is a lot more oxygen than on Earth.