Why does the sky turn gray in my photographs?

Let's say the sky's more or less blue. Whenever I take a picture, it turns out grey like a storm! What causes this, and more importantly, how can I prevent it? I use a Nikon D3000.

Added (1). This one, for example:

It wasn't exactly a perfect day, but it was much more blue than that.

It's either a white balance or an exposure issue. No example = no exact diagnosis.

Try shooting in a direction that puts the sun at a 90 degree angle with the axis of your lens. You can also try a polarizer filter. Remember, if you use a polarizer filter, you must turn it while looking through the lens to ensure the best effect. It may be white balance which can be corrected with the camera's menu. Try bracketing the exposure.

That looks like exposure problems… Notice how there's no white whites anywhere, not even on the windmills that are white. You under exposed.

This might be the settings on your camera.
Check in the menu's and make sure the white balance is set on auto and you do not have any color presets. I usually use the Portrait, or Vivid settings, as they really bring out the colors. Make sure your lens and sensor are clean too.

What mode do you shoot in? Do you shoot in auto mode? The picture you took looks very dark. On the exif info, I see Exposure 0.001 sec (1/2000) Aperture f/6.3. For these settings what you are taking a photo of has to be significantly bright. IF you already are using auto, then go into Manual (M) and try lowering the shutter speed and/or raising the ISO speed.

This should solve your problem.

The picture you link to is under-exposed, so the shade will be dark. The sky is blue in your image, but under-exposure has made it a slate grey. Check your camera EV compensation hasn't been moved.

The exact colour recorded by your camera can be altered by lot's of things, white balance both in the light available and the setting in your camera, the in camera settings when converting to Jpeg, the exposure, the light at the time etc.

Most digital cameras require some saturation increase from the Raw image, try turning saturation up on your cameras Jpeg settings. Better still shoot in Raw and you can get it back in post processing.

I took time to check your photo on Flickr and looked at the EXIF data (thats the camera settings used to take the photo).

The camera was on full Auto mode and shot at 1/2000 second which is a very fast shutter speed too fast. So your photo is underexposed hence the grey sky.

You can shoot fully manual for example I'd set the aperture at f8 or f11 and point the camera away from the sky set your shutter speed until the exposure scale on the back of the camera shows a balanced exposure there's a little arrow that moves up and down the scale. Use the green grass and hedges (look through the view finder they should fill the view)

Once you set your aperture and shutter speed point the camera back at the windmills.

Take a photo if it looks too dark reduce your shutter speed if it's too bright increase your shutter speed.

You need to be fully conversant with your camera's settings.

Here's a handy source to explain it in more detail than I can here.http://commonsensephotography.com/getting_a_good_exposure/index.php