At and near the zenith, the light from the sun encounters molecules of atmospheric gas--mostly nitrogen and oxygen. These interact with the higher frequency light of which blue is the only one that shows up enough to be seen. The particles absorb the blue light and begin to radiate it in all directions, scattering it about so we see the sky as blue. The blue light doesn't travel faster than the red, orange or yellow, they are all moving at the same speed but tiny particles of atmospheric gas don't interact with them.
The horizon is white even with the bluest sky because there is more air for the light to travel though. The blue light gets scattered and re-scattered many times and recombines with the other light of the prism to produce white again. The sun looks yellow but is really white but with all that blue being scattered around, we see it as yellow.
The sun is red at sunrise and sunset because the light has to pass through more atmosphere which scatter short frequencies too much to be seen but the red is longer and so gets though. Also there are more dust particles in the air nearer the earth's surface which scatters longer frequency light like red and orange.
All these beautiful colors we see in the sky--the blue, the yellow, the red--is all an optical illusion.
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