How is this Classified as a classification instead of regression?

In one of the questions in ML training - Intermediate - Lecture 3, how is this a Classification as the same seems to be suitable to be treated as regression.

Suppose you are working on weather prediction and your weather station makes one of three predictions for each days weather: Sunny, Cloudy or Rainy. Youd like to use a learning algorithm to predict tomorrow weather. Would you treat this as a classification or a regression problem?