Unless your game is completely underground, you’re going to want some way to add a sky to your game scene. The easiest way to go about this is to use Unity’s built in procedural sky. You can tweak the basic sky a little by changing things like color and distance fog, but it has pretty limited functionality, so while it can get you by for early prototyping, you probably won’t want to ship your game with it.
A quick way to replace the default sky is with a basic cube map. This means four images set up around the inside of a literal sky box, to wrap a backdrop around your scene.
You can of course also directly use a cube map, which you can get from an external source or create from right within the Unity editor. For the most advanced sky features though, you will probably want an actual system. Either one you make yourself, or one you download from the Unity asset store. Personally I don’t advocate relying on easily recognizable assets from the asset store for your final game, but when it comes to things like simulating the sky, including day/night cycles and weather, I think it’s generic enough that few players will fault you for using a sky simulation they’ve seen before in other games. Many premade sky packages also have a high degree of customizability, which means even if you’re using the same sky scene as other developers, you can still adjust it to fit your game, and make sure your sky has distinctly unique look that helps your game stand out.