Changing the blue space that appears in my game.

Sry if this is a simple question... I have a map I've created that I've used clipping and fog in to help with FPS and all is well. But at the point that there is clipping, there is a blue space or screen. My skybox doesn't show up until I get closer to its parameters. The question is how do I change the color of this blue space to something else, such as black or red? Thanks.

That´s a black background.
Change to whatever you want.