Since this is supposed to be an Ancient Mystery, it's probably worth pointing out (though too late for OP - I guess he's back on the compulsory lithium after they caught him tying knots in puppies again) that the Ancient Egyptians solved the mystery conclusively. The sky is the lower abdomen of the blue-skinned goddess Nut (not another dig at OP - she's a real mythical person, and it's pronounced "noot") who is forced to spend eternity in an uncomfortable arched position because she was made to stand thus by the primordial sun-god Ra, on account of her unfortunate habit of constantly having sex with her brother Geb the earth-god (which, incidentally, makes this one of the very few ancient cosmologies with an earth-father and a sky-mother rather than the other way round), thus squashing everything in between. Oh, by the way, at night Nut comes out in a sort of luminous god-measles and that's what stars are. I'm not making this up - if you're an Ancient Egyptian, you have to believe it! Though, all things considered, if you're reading this, you probably aren't an Ancient Egyptian.
Edited by E. L. Wisty, 30 August 2012 - 12:48 PM.