About the Sun

http://en.wikipedia.org/wiki/Sun

If you stand near a fire, it feels hot because the heat is radiated through the atmosphere to warm your skin. However, the sun is more than 90,000,000 miles away, and the density of matter between the earth and the sun is so negligible as to be nearly a vacuum. The sun does not heat the earth in the way that a fire heats the air near you. Light from the sun reacts with the gases in our atmosphere to warm it. If the atmosphere were differnt, the earth might be much colder, as is posited in the Snowball Earth hypothesis. On the other hand, atmospheric composition of a different kind could cause a runaway greenhouse effect, such as is the case on the planet Venus, where surface temperature is more than 450 degrees celcius.

Quite apart from the reason the sun's light heats our atmosphere, climbing a tall mountain isn't going to make any significant difference since the sun is more than 90,000,000 miles away. Getting five miles closer won't matter. Of course, the question is meaningless becuase the sun does not warm the earth in the same way that a fire warms the air around it.

Light is an electromagnetic wave, which can travel without a medium.
So our sun is a light emitting object, just like any other star that we observe at night. Only if the rays reach us, can we can see these light particles emitted by the objects.
So as the photons (streams of particles that a light beam is composed of ) makes its way from the source of light, the light rays does NOT in most cases fall on objects in space and are not scattered (not reflected). Space is pretty much uniform, generally speaking.
Thus to understand fully about light we must know the light properties like polarization, reflection, diffusion, refraction.
Light usually travels in straight lines, unless it encounters the edges of some material. When the beam of a flashlight travels through air, we cannot see the beam from the side because the air is uniform, and the light from the flashlight travels in a straight line. The same is true when the beam travels through water when it is uniform, and the beam travels in a straight line. However, if there should be some dust in the air or water, then we can catch a glimpse of the beam where the light is scattered by the edges of the dust particles.
That is the long explanation.

If you want a one sentence explanation:
To see light, it must come into your eye either from the source or reflection, and if the light does not have anythings to hit or reflect back, you won't see it, and since the space is a vacuum (usually) without any material to reflect, the space is dark at the line of the sun.