1 Sun rays are divided into many colors
Sun rays contain many colors just like a rainbow, and they don't consist of a single color. The reason we only see the color blue is related to how the color is reflected to us.
2 Molecules in the atmosphere scatter light
The molecules and particles in Earth's atmosphere scatter sunlight in all directions. What those molecules do to sunlight is similar to what a prism does to to a light ray, but what's different is the concentration of blue light they reflect.
3 Blue has a shorter wavelength
Because blue light has a shorter wavelength than other colors, it gets scattered more by those particles and this is why we see a blue sky and not a red sky, for example.
4 The blue light hides stars
The blue light scattered in the sky hides most distant stars. This is why stars can't usually be seen in the morning. (See What makes the moon look orange?)
5 The sun is too bright to be hidden
The reason the sun still appears while other stars don't is that it's too bright. Because the sun is very close to earth, it becomes visible in the morning while other stars don't appear.
6 Blue light gets scattered away at sunset
By sunset the blue light will have scattered away and this is why the sunset appears to contain both red and orange colors. (See Why do people like watching sunsets?)
7 Sun rays don't contain much violet
Violet has a shorter wavelength yet we don't see a violet sky because sun-rays don't have much violet, in addition to the fact that our vision is more sensitive to blue light than violet light.