Prepare the room for painting. Cover the floor and furniture with dropcloths. Keep in mind when painting the ceiling that paint may drip, so it is important to cover all exposed surfaces.
Paint the ceiling with a base coat of light, sky blue. Use a 3-inch, tapered brush to cut in the edges of the ceiling. Paint around the entire perimeter.
Pour the sky blue paint into a paint tray. Fit a clean paint roller onto an extension pole. Roll the painting tool lightly through the paint, ensuring the roller is coated but not dripping. Roll in long, even strokes to cover the ceiling with light blue paint. Allow the paint to dry. Apply a second coat and touch up the ceiling as necessary.
Mix equal parts of the darker shade of blue and a clear glaze in a clean paint tray. The mixed paint should be transparent and thin, rather than thick and more opaque like traditional paint. Cut in the edges using a clean 3-inch tapered brush. Roll a clean roller through the paint-glaze mixture. Apply the darker blue hue, using the same long strokes. Allow the paint to dry.
Dip a foam brush or sponge into the light gray paint. Apply the paint to a dry, painted ceiling to create clouds. Gently dab the paint onto the ceiling with the brush or sponge. Work the paint into a round motion until it resembles a cloud.
Repeat Step 5 until you have created the desired number of clouds. Allow the clouds to dry.
Add depth and definition to your clouds, using a bright, white paint to create depth. Dip a clean brush or sponge into the white paint. Dab the paint onto areas of the cloud to add brightness. Fill in any places where the gray paint is thin. Highlight the perimeter and center of the clouds.
Repeat Step 8 until all the clouds are completed.