The sky doesn't rain. Rain rains. Water rains down from the sky. With weather conditions we usually start with "It is/was etc" then an adjective or verb construction.
It is raining.
It is snowing.
It is foggy.
It was misty.
It was sunny.
It is cloudy.
It was stormy.
When describing how the sky looked, we can of course start with "The sky".
The sky was dark.
The sky is filled with dark menacing clouds.
The sky is clear.