Problem with Skies

It sounds like the sky is 'burnt out' i.e. you have exceeded the upper exposure limit of your camera's digital processing. I'm not sure which camera you were using, but many cameras have a highlight alert function on the replay menu. The usual indication of 'clipping'  is for the over-exposed area of sky to flash. Also, the exposure histogram (if your camera can show it) of an over-exposed shot will  be biassed to the right.

White skies are  problematical, because reducing the exposure to avoid the sky burning out will often make the scenery too dark. It really is up to the photographer to decide what effect they want.

Were you using auto exposure ? If your camera has an exposure compensation control, setting it to a minus value might help, or alternatively use a manual exposure setting. Unfortunately, the exposure range of cameras is not nearly as good as the human eye.

Landscape photographers sometimes use a graduated neutral density filter to reduce the brightness difference between the sky and the scenery to avoid the sky burning out.

This article in Amateur Photographer explains it better than I can

One simple way of making skies a bit darker without Photoshop etc is to buy a graduated filter. There is a huge choice but maybe a grey or blue grad might be worth taking a look at. Polarising filters also are great for darkening the blue whilst keeping clouds pale. 

It is a constant problem when skies are pale, as you really have the choice of a pale sky or darkness beneath as, unlike the human eye, lenses and cameras can only try to go for one or the other or even worse an average. Editing is the way to go, but you have to invest in Elements, Photoshop, or one of a host of software options. 

HDR is a good tool but often looks "over cooked " and false. It also needs more than one exposure from a tripod.  Good editing should be subtle most of the time.