We have to take a look at wavelengths of light to answer this. Here it is:
The blue wavelengths are shorter than the red, as you can see in the diagram above. So the shorter wavelengths (with higher frequencies) can reach us when our part of the planet is facing the Sun, as we orbit around the Sun (proposed by Copernicus' scientific model).
Sunsets are red because the red wavelengths are longer. So when the Sun is shining on
the other side from us, only the red wavelengths reach.
In astronomy this is called the Doppler Effect. When a galaxy is moving away from us due to the expanding universe, its wavelengths are shifted toward the red side of the "redshift lines" and it appears to be redder. The Milky Way is redshifting towards a distant galaxy cluster. The opposite, when a galaxy is approaching the Milky Way, is named "blueshift."
When you double-refract white light, the colors split. That is because white light is all the colors put together. The primary colors of light, unlike those of paints, are Red, Green, and Blue: