Liquid oxygen has a blue colour (as in the image below) – and oxygen makes up about 21% of the Earth's atmosphere. It has often been claim that the 'sky is blue because liquid oxygen is blue'.
However, gaseous oxygen is colourless (and the blue colour of the sky is due to sunlight being scattered by dust). This is an alternative conception which has been around for sometime:
Since it has been known that liquid oxygen is blue, many people have concluded that this explains the blue colour of the sky. But it has really nothing to do with the point at issue. The blue of the liquid oxygen becomes so excessively faint in the gas, further attenuated as it is by the colourless nitrogen, that it would have no perceptible colour in the whole thickness of our atmosphere. Again, if it had a perceptible blue tint we could not see it against the blackness of space behind it; but white objects seen through it, such as the moon and clouds, should all appear blue, which they do not do. The blue we see is from the whole sky, and is therefore reflected light; and as pure air is quite transparent, there must be solid or liquid particles so minute as to reflect blue light only.
Alfred Russel Wallace
Wallace, A. R. (1904). Man's Place in the Universe. A study of the results of scientific research in relation to the unity or plurality of worlds (3rd ed.). Chapman and Hall Limited.
(I recall a public chemistry lecture when I was a student at university where the lecturer was using liquid oxygen and made the point that it was blue, and this was why the sky was blue. This was presumably intended as a joke, but the biologist sitting next to me asked me if this was indeed so.)
Read about the nature of alternative conceptions
Read about some examples of science misconceptions
Read about historical scientific conceptions