Sky

The Sky is where Skyloft and many other floating islands are located in Skyward Sword. It is also where the game indirectly begins.

Plot
Before the events of Skyward Sword, a large horde of monsters appeared from beneath the ground. Leading to a masacre. The monsters wanted only one thing, the ultimate power given to Hylia by the Gods of Old. To protect the humans Hylia, gathered all the remaining humans on a plot of land and brought it up skyward.

Goddess Cubes
Goddess Cubes are mysterious cubes. When Link uses Skyward Strike on these cubes, it disappears from The Surface and beams into sky, creating a floating island.