_"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? "_

It isnt considered impossible at all! If a planetoid is too small and too hot then water will escape into space... moons like Europa are massive and cold enough that they have lots of water...our moon however, while more massive, is too warm and water escapes from it into space...

_"2) Why are the Earth and the Comets considered as the exceptions to the above mentioned rule?"_

As I said there is no such 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? "_

The molecules in the earths atsmosphere scatter she shorter wavelengths (blue) more than they scatter red- giving the sky a bluish color...this is also why the sun looks red when it rises and sets... you are viewing it through more atsmosphere so more of the blue has been scattered out and so it appears redder.

On mars there is MUCH less atsmosphere- most of the scattering of sunlight is done by dust particles... these particles will scatter red more than blue- giving a pink sky...(pretty sure about this- but its been a long time )