Why does the sky look darker blue directly above me, but get lighter in the distant sky? it seems that the sky looks a bit darker right above me, but if I look into the distance, I see a paler blue.
 A: It is because there is a thinner layer of atmosphere separating you from space above than on the sides (think about it!).
The blue color of the sky is caused by Rayleigh scattering: basically, air molecules scatter back incident sunlight with an intensity proportional to $\lambda^{-4}$, where $\lambda$ is the wavelength, so that shorter wavelength are scattered the most. This means that the more blue-ish parts of the solar spectrum will be scattered the most. It also means that the thicker the air layer in some direction is, the bluer will be the sky looking in that direction (with some caveats: see for example the theory behind the color of sunsets).
So, since directly above you there is a thinner layer of air separating you from the blackness of space: which means that you will se a darker sky.
The effect will of course be more pronounced if you are in some high place, such as on the summit of mount Everest!

Of course, haze and dust could also play a role. Haze and dust undergo Mie scattering: this means that the scattered radiation is much less wavelength-dependent than in Rayleigh scattering, so you will basically see a withe glow (for example, the white color of clouds is caused by Mie Scattering). Since water vapor and dust are heavier than air molecules, they are found closer to the surface of Earth and so you will see them closer to the horizon: the result will be a white glow near the horizon.
