An Etymological Dictionary of Astronomy and Astrophysics

The area high above the ground, buildings, landscape, or horizon.
The heavens or firmament, appearing as a great arch or vault.

Etymology (EN): M.E. from O.N. sky “cloud;” cf. O.E. sceo, O.S. scio “cloud;” O.H.G. scuwo, O.N. skuggi “shadow;” Goth. skuggwa “mirror;” PIE base *(s)keu- “to cover, conceal.”

Etymology (PE): Âsmân “sky;” Mid.Pers. âsmân “sky, heaven;” O.Pers. asman- “heaven;” Av. asman- “stone, sling-stone; heaven;” cf. Skt. áśman- “stone, rock, thunderbolt;” Gk. akmon “heaven, meteor, anvil;” Akmon was the father of Ouranos (Uranus), god of sky; Lith. akmuo “stone;” Rus. kamen; PIE base *akmon- “stone, sky.”
The link between the “stone” and “sky” concepts indicates that the sky had once been conceived as a stone vault by prehistoric Indo-Europeans.