I found the sky boring and added clouds to make it more interesting.
Do you think this is cheating? I really want to know.
Am very confused. I have made changes but not altered nature. Have I done something wrong?
That's an interesting question.
The way I see it, photography is cheating
. By its own definition. It's about offering a fragment of reality from a perspective that you choose, carrying a visual message that you choose. It's not different from fiction, theatre, music, dance etc. If someone expect a pic to be a faithful reproduction of reality it's his problem, because it's like watching Harry Potter and thinking that Hogwarts actually exists.
Retouching is retouching. Making a composite, IMHO, is not ethically different from smoothening someone's skin, removing blemishes, saturating colors, etc.
You are either a purist that doesn't touch his RAW files (and who would want that?), or when you start compromising and editing then the acceptable limit of that is debatable. It actually becomes a mere matter of making sensible, tasteful retouches.