Making a large world + Skybox stuff

Hi, I’m rather new to unity with a medium amount of javascript experience, I’m currently making a large open world rpg similar to skyrim but based across multiple planets in space, and its called LightSpeed, and I need to make a large open world, My idea is to make the character incredibly tiny and make the world medium sized to save data, what do you think? also, I need to change the skybox, I used to know but I got but I forgot, How do I change the skybox? And how do I make a skybox texture, or is there already a space preset? If anyone could answer this then that would be incredible!

Please keep posts to one question.

For space game scale, read this:
http://www.davenewson.com/dev/unity-notes-on-rendering-the-big-and-the-small
Incredibly tiny scale likely will present more issues than it will resolve.

Skybox:

Google/Search: unity 5 change skybox

Good links, answers, vids including youtube tut