If you want to write your text in the sky, come to this example because I have made it as real written text in the sky.
Take a Picture: Open any sky picture.
Write text: Select Horizontal type tool (T key) and make formatting to write text in the document as looking here.
Effects: Choose your "text" layer and right click then choose "Blending Options" and make settings.
Go to Filter Menu > Blur > Gaussian Blur and make settings as given below.
You should have similar.
Recommend the tutorial