Sky appears blue on a normal dry sunny cloudless clear day.. This is because blue is scattered more than red color by the particles in the Earth's atmosphere.
When the Sun sets in the evening, the angles of incidence of the white light rays into the atmospheric layers are such that, the particles scatter blue light more and so the blue scattered rays go out of the sight of people. That is the rays go higher above the ground level. Thus Red color which is less scattered of the colors, dominates. So we see red Sun.
Advanced Sun rise, and delayed sun set are due to the phenomenon of refraction of Sun light rays by the atmospheric air layers. The bending of light rays towards the eyes at lower level than the direct sight, allows to see the Sun even when the Sun is below horizon in the morning and in the evening.
Stars are very far away from Earth. Stars radiate white light toward Earth. During the night, when the air layers are very turbulent and mobile, the light rays get refracted a little and their image position changes. The refractive indices betwen the different layers of air keeps changing due to movement of air, change in pressure and temperature. So refracting angles change. So the image position changes continuously in time. Some times it changes a lot, so we dont see the star.
This is the twinkling or scintillating effect of stars.
Planets are close to Earth. Planet reflect light from the Sun, falling on them towards Earth. The planets appear very big and the beam of light from planets is very large. The twinkling effect due to turbulence in the atmospheric air, changes in temperature and pressure, refractive indices -- these do not impact much. The reflected beam from the planets seems to be strong and big to notice the twinkling of planets.
If the planets have to appear twinkling, the atmospheric air has to shake like the water in a pond. When water shakes or there are waves in water, we see the reflection of moon in it, changes position, in shape etc..