The sky is blue because the air molecules scatter light so that you see not only light coming directly from the sun and stars but also all of the scattered light that eventually gets to your eye.
In space there is (almost) nothing to scatter light so if you are looking directly at a start you will see light from it- but no light beteen stars. No light means no color and, as Russ Watters said, no color means black.
Citing this paper as a source, Wikipedia says regarding cosmological redshift:
Since I'm one of those who has attributed cosmological redshift to expansion, I'd like to know if this is really considered a misleading statement.