When I click play. My player can't see anything even though I have terrain and everything. Is it my sky box that makes everything not visible?

Questions & Answers
1

In the editing screen it looked clearly visible I don’t have fog on.

2

You most likely don’t have any lights in your Scene.

GameObject → Create Other → Directional Light
It’s position in the world doesn’t matter, only it’s rotation.

To see how the world looks in the Scene view with in-game lighting, toggle the light/sun icon (between “2D” and the sound icon) in the Scene view.

Also, I’m already assuming there is a camera in the scene (attached to the player, I’m guessing). Oh, and as getyour441 commented, it IS possible that your player is dropping through the floor and there’s simply nothing to see. If that’s the case, you may want to make sure that that doesn’t happen (ie turn off “Use Gravity” or better yet make sure the player interacts with the terrain approrpaitely).

Hope that helps!