Before downvoting: I have read some of the answers and will cite them as well.
Not trying to debunk physics or create conspiracies. I love physics but I don't understand it.
Background
This is more or less the model in my mind:
We see the sky blue because blue light is scattered more relative to the rest of the wavelengths composing light, due to its shorter wavelength. Blue light ends up traveling in the atmosphere rather than going through it, and so we get blue all around. The phenomenon is called Rayleigh Scattering.
Heuristically we can accept that, once you subtract blue from white light, you get yellow. The sun then has to be white, and we just see it yellow.
Now, for the redness of the sunset, I understand this:
When the sun is near the horizon, it the path of the light through the atmosphere (and in particular through layers which have a higher concentration of dust particles) is longer, thus the scattering away of the non-red components is more pronounced.
That is from the current accepted answer.
I also took a look at Rayleigh Scattering to Hyperphysics.
And I remember a lecture (I think it is by Walter Lewin) where a dense smoke is shine with white light and you see it blue. And the light source should look yellow (through the smoke).
Question
I wonder the following: Suppose we have a massive room with movable walls (maybe also mirrors) full of air or smoke.
Would we see different colors, using white light as a source, as we increase the length of the room (same density of the gas), and the path of the light through it? From blue to red?