One of the easiest selection tools to use is the magic wand tool . This tool selects contiguous areas that have roughly the same colour. Check out the options that are available for this tool. The threshold (called tolerance in Photoshop) controls how wide a range of colours the tool will select (if the number is small the tool will select only areas that have almost exactly the same colour as the point clicked). Antialiasing ensures that the edge of the selection will be smooth, not jagged, and this should usually be turned on. You may be assuming that will be clicking on the statue with this tool in order to try to select it but it is actually better to try to select the sky for the sky has a very even colour and is therefore very easy to select with this tool. Once the sky is selected it will be easy to inverse the selection so that everything but the sky is selected.

First set the tolerance to a small value such as 10 and try clicking the sky - you will probably find that only a small part of the sky is selected (the edges of the selected area are marked by shimmering 'marching ants'). Then deselect with Shift+Ctrl+A or Select>None, set the tolerance to a high value such as 190 (the maximum is 255) and click the sky again. Now you will probably find that in addition to the sky a part of the statue is also selected. Deselect again, set the tolerance to an intermediate value such as 80 and click the sky once more. Now you will probably be pleased by the result, except that only half the sky is selected because the light area is broken by the statue. To add to the existing selection, hold down the Shift key while you click the other half of the sky (notice the small + sign next to the pointer). Actually, if you look closely, you'll see there are a couple of other areas that may need to be added to your sky selection, between the branches of the palm tree.

To be honest, you could have selected all these areas simultaneously using the Select Color Tool instead of the magic wand tool. The difference between the two tools is that the magic wand tool selects contiguous areas with similar colors while the select color tool selects all parts of the image that have similar colors, whether contiguous or not.

Once all the sky is selected you can invert the selection with Select>Invert. Now only the statue and the palm tree are selected. Experiment with the curve control (Layer>Colors>Curves...) or the level control (Layer>Colors>Levels...) to lighten the statue, without overdoing it. You may also want to make the colours a little more intense by choosing Layer>Colors>Hue/Saturation and then using the saturation slider (the saturation of the colours is a measure of how intense they are). Save your work when you are finished.