Where does the sky start?

At the earth's surface ...

The "sky" is the atmosphere which disperses incoming solar radiation, giving the blue color.

The "sky" disappears at night when there is no sunlight. so then we can see the blackness of space with the stars (and planets).

You can say that you are "in the sky" because the air you're breathing is part of the Earth's atmosphere. So when you throw a paper plane, it's flying "in the sky".

Another question people sometimes ask on this forum is "How far up is space?"

Often, the answer quote is an altitude corresponding to a layer called "Karman's line". http://en.wikipedia.org/wiki/Karman_line This corresponds to an altitude, above the Earth's surface, at which an airplane has to move at the same velocity as a satellite to have enough lift on its wings to sustain that speed. In other words, that level corresponds to an altitude that it's like "Oh, the air isn't enough for wings to push the aircraft up, we might as well just rely on the speed itself to orbit the Earth!"

Darwin!

I choose yooooou!

The 'sky' starts at the bottom of the troposphere-the surface. It ends somewhere in the mesosphere.

Technically, the exosphere starts at 100 kilometers above sea level, 62 miles.