To a person standing on the moon, the sun appears white and the sky is black. But here on Earth, particles in the atmosphere scatter the different wavelengths of light in different ways. Molecules of air scatter the shorter green and blue and violet wavelengths in all directions. So when we look at the sky away from the sun we see a blend of these wavelengths, giving the sky its blueish color. If you glance directly at the sun, you are seeing the longer wavelengths directly, giving the sun its yellowish-white, but much too bright color.
The smoke particles that have filled the sky lately are much larger than air molecules and so block most of the smaller, blue wavelength of light while scattering the longer red and yellow wavelengths, giving the sky an unpleasant yellow-orange-brown hue. The specific color and tone of the sky will vary depending on the smoke's density and height.