The most common and most likely answer to this crossword clue is the 10 letter word AEROGRAMME
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More clues leading to the result AEROGRAMME
Buddy explains!

The straight part
We know that "Message from Sky" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case message from sky = aerogramme.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does AEROGRAMME mean?
AEROGRAMME noun- A wireless message.
- A telegram whose transmission included at least one segment sent via airplane.
- A thin piece of foldable and gummed paper for writing a letter and serving as its own envelope for transit via airmail.
- A pneumogram.