The actual edge of the sky, the end of the Earth's atmosphere, is pretty close... only about 62 miles away, depending on how you define the edge. It sort of slowly peters out as you leave the planet, but it's essentially a thin blanket of air we live in. When we say "the sky's the limit", we want to say there are no limits, and that puts us at least well past the sky and out into space.
The most distant thing you can see with the naked eye is called M33. It's a large galaxy in the constellation Triangulum. On a clear moonless night in a very dark place, it resembles a tiny dim smudge of fog in the sky. I've seen it many times, though I don't have any of my own images to show... yet.
So let's push our boundaries out a bit. At only 62 miles, the sky is not the limit. If you want to go naked-eyed and forgo telescopes or cameras, then let's say M33 is the limit. It's around three million light years, (or about 1 followed by 1,200 zeroes miles), away. And as you already know, that means when you see M33, you are actually looking at that galaxy as it was three million years ago. Here on Earth three million years ago, humans did not yet exist. There was only a little ancestor hominid called Australopithecus afarensis who couldn't even make his own tools and loped around not fully erect. So that's old, old light you're seeing.
You can take lovely star pictures with your own dSLR camera. Pick a dry, moonless night. Put your camera on a tripod, use your widest angle lens, go into manual mode, open the aperture up all the way and turn up the ISO as high as you can get away with before the images get too grainy (hopefully that's ISO 3,200 or more). Manually focus on infinity (live view mode can help with this). Leave the shutter open as long as you can.... usually around 30 seconds on most cameras. (If you want to go longer, you may need a cable release for your camera, and the stars will begin to show as streaks due to the rotation of the earth.) Under an autumn sky, M33 will probably even be visible in there.
Above all, experiment in everything you do with your camera! The sky is not even close to the limit if you're willing to try new things.