Sky

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

History
Before the events of Skyward Sword, a large horde of monsters appeared from beneath the ground and began leading a massacre against the people of the surface. The monsters wanted only one thing, the ultimate power given to Hylia by the gods of old. To prevent the great power from falling into the hands of the demonic creatures, Her Grace 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.