How do you have gradient in the scene viewport? My scene is solid gray and is hard to see in. I would like mine gray at the bottom and blue at the top like yours.
You probably have "2D" for your project settings. There are a few things you can do. First go into "Edit>Project Settings>Editor" and change "default behavior mode" to "3D". This is the same thing you do when you first start a project. Once you do that you can create a new scene and it'll have a 3D based scene with the skybox.
If you don't want to create a new scene, then just manually add in a directional light and skybox to your scene. You can add the skybox under "Window>Lighting>Skybox", the skybox selection slot will be at the top of the lighting window.