I'd rather texture/animate my own sky. How do I remove the default sky?
The "standard" sky that comes with a new, non-empty level is just an object in the level. It's a
BP_Sky_Sphere Blueprint instance, and you can find it in the World Outliner (right-hand list view in a default viewport arrangement) and delete it. It's probably called "Sky Sphere."
Once gone, you can replace it, either with your own custom solution or with some middleware, et cetera. You may also want to investigate if tweaking the existing Blueprint will serve your needs, as it has a few options.