Light is an electromagnetic wave: a traveling collection of oscillating electromagnetic fields.
If you stand in one spot as a light wave passes by, there will be an oscillating electric field and an oscillating magnetic field, which are perpendicular to each other and to the direction of motion of the wave. If the wave is traveling to the north, then the electric field might be pointing in an east-west direction and the magnetic field in an up-down direction.
At any given time, the fields form waves with a certain wavelength, or distance from crest to crest. In any particular spot, both fields will wiggle back and forth with a given frequency, measured in hertz, or wiggles per second. The oscillation of the fields happens because the waves are moving past any given spot at the speed of light. So you can see that the shorter the wavelength is, the more waves will move past that spot in one second, and the higher the frequency will be.
In practice, a beam of light can consist of waves of many different frequencies, and many different polarizations (that is, directions in which the electric field points). In fact, sunlight is like this.
It's really more complicated than this-- I haven't mentioned the quantum properties of light waves-- but this is enough for you to understand the scattering that happens in the blue sky.