NASA's Perseverance Mars Rover

I don’t think I’ve ever seen the horizon on Mars, they always show the rocks and dirt. Does it get a blue sky like earth or is it perpetually that gray colour?

The colour of the sky varies really depends on the amount of dust in the sky, as well as the time of day, and where the sun is in the sky relative to the camera.

The true colour of Mars is subject to much debate. I believe the colour of the sky when there are moderate levels of suspended dust in the atmosphere is a light butterscotch, but the higher you look in the sky the colour fades a little and the darker it gets as Mars has a really skinny atmosphere. When the rest of the image come down NASA / JPL will publish the full selfie, it may be a 360 degree selfie, if that's the case you'll see different shades of colour depending where the sun was in the sky at the time of day.

We do get blue skies on Mars, but only at sunset. Here on Earth we get reddish sunsets because of the way the light is scattered at sunset. On Mars the suspended dust in the atmosphere scatters light differently, hence Blue sunsets on the Red Planet, and Red sunsets on the Blue Planet. Here's a great comparison that won the APOD some years ago by Damia Bouic, she called it Two Worlds, One Sun.

APOD Explanation: "How different does sunset appear from Mars than from Earth? For comparison, two images of our common star were taken at sunset, one from Earth and one from Mars. These images were scaled to have same angular width and featured here side-by-side. A quick inspection will reveal that the Sun appears slightly smaller from Mars than from Earth. This makes sense since Mars is 50% further from the Sun than Earth. More striking, perhaps, is that the Martian sunset is noticeably bluer near the Sun than the typically orange colors near the setting Sun from Earth. The reason for the blue hues from Mars is not fully understood, but thought to be related to forward scattering properties of Martian dust. The terrestrial sunset was taken in 2012 March from Marseille, France, while the Martian sunset was captured in 2015 by NASA's robotic Curiosity rover from Gale crater on Mars."

IMAGE LINK https://www.db-prods.net/blog/wp-content/uploads/2015/05/TwoWorlds_OneSun_sunsetboardV2.jpg