where my understanding of the laws of physics goes in error. If I get scientific answers to the following questions I’m sure that the errors will become evident.

1) As I understand it, the element Hydrogen is the most abundant element in the Universe, also the element Oxygen is very abundant in every star system. Furthermore, Hydrogen and Oxygen combine very easily with the addition of heat to form the water molecule. My question is: Why is it considered impossible to have water in some form or another on some planets, planetoids, moons, asteroids or other natural bodies in space?
2) Why are the Earth and the Comets considered as the exceptions to the above mentioned rule?
3) We know that the atmosphere of Mars is less dense than the atmosphere of Earth at sea level and that the quantity of elements that make up the atmospheres of the planets differ somewhat. My question is: Why would not the sky be blue when looking up during the day from the surface of Mars? In other words what are the laws of physics that would prevent blue sky from forming on Mars?