The base color of my room is Sky Blue. Can anyone tell me which color will match it with it? And what color can be the best for other things like - curtains, rugs, pillows, bedcovers etc.

Get a paint chip and go to Home Depot, Lowe's or Ace. They can show you thousands of colors. Try this.
Light Blue Color Schemes | Light Blue Color Combinations | Light Blue Color Palettes

Personally I like lots of white with any blue, and touches of light green and lavender, with a little light yellow.

Blue is a cool color. A little yellow warms it. White lightens it. Lavender and green complement the 2 primary colors of blue and yellow.

Thanks a lot for your help.