Actually, the sky is transparent and doesn't have a color. The blue comes from the sunlight traveling through the atmosphere.
Grass is also not green. Its color is actually a brown (depending on the type of grass). The green comes from chlorophyll being active, which is green. This is why leaves are also green in spring and summer, but in fall when they no longer absorb sunlight to convert into energy, they turn into reds, yellows and many other colors. Those reds and yellows are the actual colors of the leaves.
That isn't even quite true, the deeper you look into it.
This isn't even going into the fact that the colors that you see, is the one color the thing you are looking at, actually isn't. A red stop sign isn't actually red, the red you see is the one color it does not absorb and reflects back to you. It is all the other colors of the rainbow, but that one.
The colors that you see, is the color that one thing isn't.