411 REFERENCE · Wikibooks
Creating a Simple 3D Game with XNA/Creating a Sky Sphere
Reference material by Wikibooks contributors. This retains its source identity and is not 411 news reporting.
Creating Your World
A sky sphere is the boundary surrounding your world, projecting an image which appears to go into the horizon. Creating the sphere itself in Blender is easy. Just create a new UVSphere, with 16 segments and rings. Don't worry about the size for now, we can adjust this in XNA.
center
Next up, using the same process as with the eye previously, mark the seam down the middle of the sphere, and unwrap it.
center
With this, paint a simple sea texture onto the image.
center
And map it onto the sphere. Finally, with all the faces selected, push space and select 'Edit'/'Normals'/'Flip'.
center
What this will do is project the texture inside the sphere instead of outside as with a normal model, allowing you to see the texture if your camera is placed inside it.
Next, export it as before by selecting the object and using the FBX export script.