The water in the sea isn’t pure water – there is sodium chloride and other compounds dissolved in it. This can alter the colour as well as the colour of the sky as Cathal said. Look at a swimming pool the next time you go – the shallow end is almost colourless, the deep end looks blue. White light is made up of different colours, and blue is more likely to be reflected than the other colours which get absorbed. The water splits light into the different colours, blue gets reflected back at us, the others get absorbed by the water so we see it as blue.