The sky of the earth is blue.

Because there are tiny dust particles floating in the atmosphere around the earth. When light from the sun reaches the earth, it is scattered by those particles, and the wavelength of blue light is shorter, so it is most scattered, according to Rayleigh scattering. Due to which the sky looks blue in daylight.

The atmosphere of Mars is extremely thin and full of dust. That is why light scattering does not occur naturally like on Earth. The color red takes this opportunity.

As its scattering is low and its wavelength is high, it can be visible by passing through a lot of dust. That's why the sky on Mars looks a lot redder during the day.

But what happens to the moon, that looks black!?

The force of gravity of the moon is very low, so it cannot hold air like other planets. So the atmosphere of the moon is very thin. This atmosphere is called exosphere. In a thin atmosphere a mixture of gases is scattered so light does not scatter.

We see the moon's sky black because there is no scattering of light.

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