The easiest way to get hand on a Blender window is to cut it in different blocks, one for each of main functions.

On the left, you can find the parameters for setting the colors and the way Blender will deal with the 'World' settings.

In the middle, you can find the buttons that will be used only if you intend to add a Mist effect or Stars in a sky.

On the right, you can find the parameters for setting textures to the 'World'.