Sunlight looks white, but it is a mixture of every colour. When it enters the atmosphere, it meets molecules of nitrogen and oxygen far smaller than the wavelength of the light itself, and they scatter it in every direction.

They do not scatter every colour equally. Shorter wavelengths, at the blue end of the spectrum, are scattered much more strongly than longer, redder ones. This is called Rayleigh scattering. Wherever you look in the daytime sky, you are seeing sunlight that has been bounced towards you, and most of it is blue.

At sunrise and sunset, the sun is low, and its light travels through far more air to reach you. Along the way, most of the blue is scattered out of the beam before it arrives. What is left is the orange and red, which is why the sun and the clouds around it glow warm at the ends of the day.