This is the first part of the weather-lore rhyme:

Red sky at night; shepherds delight,
Red sky in the morning; shepherds warning

The saying is very old and quite likely to have been passed on by word of mouth for some time before it was ever written down. There is a written version in Matthew XVI in the Wyclif Bible, from as early as 1395:

“The eeuenynge maad, ye seien, It shal be cleer, for the heuene is lijk to reed; and the morwe, To day tempest, for heuen shyneth heuy, or sorwful.”

The Authorised Version gives that in a more familiar form:

“When it is evening, ye say, It will be fair weather: for the sky is red. And in the morning, It will be foul weather to day: for the sky is red and louring.”

There are many later citations of the saying in literature, including this from Shakespeare, in Venus & Adonis, 1593:

“Like a red morn, that ever yet betoken’d wreck to the seaman – sorrow to shepherds.”

So, that’s where it originated but why?

There are many proverbs and stories concerning the weather from medieval England; for example, the notion that the weather on St. Swithin’s Day (15th July) predicts the weather in England for the next 40 days:

St Swithin’s Day, if it does rain
Full forty days, it will remain
St Swithin’s Day, if it be fair
For forty days, t’will rain no more