Without knowing something about your project and your source footage I'm at a loss. Why is the sky??? Why is the sky what?
Sorry Rick, I didn't say anything about "sky". I don't know what you are refering to.
My question is, why the Ratio in the preview of AE is not correct. I didn't do anything to it. I just right-clicked on my footage in Premiere Pro, selected "Replace with After Effects composition", it opened up in AE, but it shows the footage in a weird way ( see the pictures I uploaded ).
The video should look fine back in Premiere. If you want it to look correct in AE, you need to turn on aspect ratio correction for your comp viewer (it's the little box immediatily to the right of the dropdown that says "1 view").