At the coast the horizon facing the ocean is unobstructed, so a larger part of the sky is visible than inland, where trees, buildings, etc., block the view of the horizon. Also, the horizon sky is brighter than the overhead sky.
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AND YES, THE WATER DOES INTENSIFY THE SUN'S RAYS.And the reason you've been waiting to hear, confirmed — yes, the sun does reflect off of the ocean (or lake or swimming pool) and its rays are intensified as they reach your skin, making your more susceptible to a sunburn.
The ocean is blue because water absorbs colors in the red part of the light spectrum. Like a filter, this leaves behind colors in the blue part of the light spectrum for us to see. The ocean may also take on green, red, or other hues as light bounces off of floating sediments and particles in the water.