The reason we have color is because we have light! Beams of light contain different energies that our eyes then interpret as certain colors. When the sun shines onto Earth and lights up the sky, it shines waves of energies containing lots of colors (like a color-wheel).
The sky is blue all day because the particles in our atmosphere cause light’s energies to scatter! The waves of energies in light (which each appear as a certain color) aren’t all the same size, which means they move around differently. Of all of the waves, the ones we see as blue are the shortest, so they scatter around the sky more than any of the others and “cover” the whole sky in a beautiful blue color!
However, something different happens with the scattering of colors at sunrise and sunset! Because the sun is closer to the horizon (the place where it looks like the land meets the sky), the sun’s light passes through more air (and the particles in the air) before reaching our eyes. This scatters away the shorter waves that appear blue, and the longer ones that appear red, orange, and yellow are able to shine through instead!