Does anyone else question things?

So, I'm taking a critical thinking class for my humanities credits and it has me thinking about some things and questioning things.

How do we know that the sky is blue? The sun is yellow? The clouds are white? The grass is green? Do we know this because this is what we are taught? According to my text, we all have our own truths so technically if I said that the sky is green I wouldn't be wrong because I believe that it is true. What I want to know is why were these colors chosen for these examples that I provided?

Here is another example. Religion. When we are young we are taught that God is in Heaven and Satan is in Hell and Jesus Christ is the son of God and he died on the cross. Why are we taught this? Is this because this is what has been passed down from generation to generation? Is it because it is written in a book? Who wrote that book? How many people had a hand in writing this book? However, if I believe that these things do not exist then technically I am not wrong because it is my own truth and the same goes for those who do believe that they exist because it is their own truth.

Does anyone else question what we are told to be true? Or is this just me?