In an infinitely large and infinitely old universe, the sky would be clear even at night because every ray would connect the observer to a star. The darkness of night has been a physical mystery for centuries(Olbers paradox). The key is the expansion of the universe, the finite speed of light, and the redshift of the radiation of distant (and ever receding) stars.
A similar mystery was the blue sky in the daytime. It is caused by the scattering of sunlight in the atmosphere, which is highly dependent on the wavelength (colour) of the light, with blue scattering the most.