by either not having a perfectly flat plane stretching to infinity or having a apparently but not actually flat plane stretching to infinity.
Here I subdivided a plane with two edge cuts in each direction, made the outer edge rotate upwards by 0.5°, beveled a the inner edges to smooth it out, scaled it up by a factor of 1000, and manually set the normal to point straight up as if it was a perfectly flat plane.
(I had to also increase the draw distance to 1000 to make this work)
That said, I’d also recommend you look into the various blender splash screen scenes. In particular the ones of Blender 2.91 and 2.92 - both have some neat advanced tricks to deal with far distance background detail Demo Files — blender.org