Not, I suspect, much more gravity. Take Venus as an example; surface gravity 10% less than Earth's, atmospheric pressure 92 times higher, with high temperatures (several hundred degrees) which should increase the number of molecules reaching escape velocity and – er – escaping.
Certainly you need a high percentage of heavy gasses; the amount of carbon dioxide in Venus' atmosphere would make it unhealthy for unmodified humans (as would the temperature and the lack of free oxygen; Venus is possibly not the optimal spot to set up homesteading), but assuming the partial pressure of oxygen was roughly right, you could bulk it out with chemically inactive gasses. CFCs such as freon (dichlorodifluromethane, and no, I didn't have to look it up) would be good, or noble gasses such as neon (not chlorine, methinks)
Blue light is scattered by atmosphere most as it is about the shortest wavelength we can conveniently see. If you have less atmosphere (for example on top of a mountain, where there is still enough air to breath, as long as you are of Tibetan or Andean ancestry and don't exert yourself too much) the sky goes a glorious velvety violet and you can see some stars through it in daylight.
For longer wavelengths, reds and oranges, molecular scattering doesn't work as well. so particular scattering (either solid particles of standardised size, or drops of liquid, generally on a human habitable world water) is recommended.
A cool enough star that doesn't produce much short wavelength radiation (say Marion Zimmer Bradley's "Darkover" Cottman's star) would probably give you a greenish sky (and not much of a suntan, and vitamin D deficiency).
If you think of the low angle light of evening, where the energy has to traverse a lot more thickness of atmosphere than usual, it is not really the sky that goes red. The sun itself does, as short waves are scattered, and the clouds reflect or diffuse this back, but the sky overhead goes an ever darker blue, verging on high altitude violed, before trying "transparent, let darkness through".