Well.... most games tend to add geometry to a scene to camouflage the unlimited emptiness and basically cover the areas visible and accessible to the player. I would add a sprite that goes into the distance if you absolutely have to have a flat visible surface, but it would be much better to design a limited area the player can go to and make sure enough geometry surrounds that to cover everything up. In most levels you will hardly ever see the horizon and many games use fog for anything at a distance.
I would look on Youtube for some level design tutorials (can be any program or engine really, from Blender to Unreal Engine or Unity, the basic principles are always the same) ;
video of making a level in Unity , in case you don't have time to watch an hour long video, the important things of how it evolves into an actual level can be understood by watching the following time codes:
6:00 into the video ; he starts with a skybox and flat surface just like you do.
25:15 into the video ; he starts to create mountains that are going to be background elements the player should never really be able to go to.
34:00 into the video ; he decides on what will be the 'focal point' or point of interest in his level. In that case, a river.
48:00 into the video ; he adds more and more trees and grass to cover up the horizon
53:20 into the video ; he adds blue fog that nicely suggests the mountain stuff in the distance to be a believable extension of the world....
56:00 into the video ; ....but that's not really enough, so he adds a house, more rocks, some more trees to cover the horizon line.
1:00:00 into the video ; in fact, covering the horizon line is so important it really helps to focus on details of what the player can see from the position of the camera
Something to note is that his level design is only really finished for that specific camera angle. For an actual game you would need several of these scenes around the areas where the player can move to.
