The Sky world is the second world out of three in Doodle Jump for Kinect. This world in my opinion is tougher than caves.
My best advice is take the levels slower, and be sure to clear out all the enemies. Once you hit some of the later levels, the cannons shoot out monsters. Be sure to remain on one platform with your doodler and take out all of the monsters. This will net you more points.
Good luck!