Blue can be an interesting term, linguistically speaking anyway, it is particularly rich in idiomatic speech. There is of course a pop group called Blue seen (but not heard) below.
Blue can also indicate political parties, “this neighbourhood is blue through and through” would mean that almost all the residents voted conservative.
To be blue: If someone is/looks/feels blue they are/look/feel sad. This may be from an obvious or an unknown reason; sometimes people might ‘feel a bit blue’ but haven’t yet identified a reason themselves. “What do you do when you’re feeling blue?”
To be blue blooded/to have blue-blood: if someone is a blue-blood they belong to the old aristocratic class, in short they are probably nobility, or at least related to them. “Frank sounds posh and can seem aloof, and while he is terribly blue-blooded, he’s actually really nice, just a bit shy.”
To be/go blue in the face: When someone speaks for a long time, often without real purpose or aim they are/go blue in the face. If someone talks themselves blue in the face to prevent a vote on a particular issue in parliamentary proceedings this is known as a filibuster. Americans might use ‘talk a blue streak’ more often than ‘blue in the face’. “Last week our lecturer talked themselves blue in the face about ethics in research, but I don’t think most of us really understood what they were going on about, none of us have started our research projects yet.”
Blue sky thinking: If a problem needs a fresh/creative/unconventional approach it needs ‘blue sky thinking’, especially if old/normal approaches have been tried without success. “This new marketing plan has lots of blue sky ideas… but it’s going to be very expensive isn’t it?”
Blue ball: This slang term refers to a poorly documented condition from medical terms. Basically sexually frustrated males can be said to have ‘blue balls’.
To be between the devil and the deep blue sea: this idiom means that the person has few good options or choices. “Simon failed the research project, now he’ll have to sit the exam but his brother is getting married the same day so he’s really between the devil and the deep blue sea here”
Blue room: A slang term used by surfers to refer to the space under a breaking wave. “Jon loves surfing but always wipes out in the blue room, probably because he’s so tall”.
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Blue Room may also refer to a painting by Picasso.
Big Blue: can refer to the sea or ocean. “Getting out into the big blue, it’s just so relaxing.”
Black and blue: bruised. “I was black and blue after the fall but luckily I wasn’t seriously hurt.”
Les Blues: for our French friends, Les Blues is a nickname for any French national team. Because they typically wear blue uniforms. “Allez! Come-on you blues”
The blues: this refers to a type of music originating in the Southern United states, a little before 1900 (exact dates and claims of specific origin/originators are highly suspect). What is known is that the vast majority of the early practitioners, forms and influences were from/within the black community. “BB King has to be the greatest ever blues guitarist.”
Blue mountain(s): around the world a number of mountains have been described/named as blue. This is probably because of the way light reacts in our atmosphere making distant objects bluer than if one was viewing them from closer. “Blue Mountain has excellent skiing.”
Boys in blue: slang term for the police
Blue book: a number of official national and international reports, standards etc. come in blue bindings, hence the term ‘blue book’. “I’ve looked through the blue book but I can’t find anything about translating documents from non-European languages.”
Blue cat: a character from the British TV show Magic Roundabout.
Blue Moon: If something happens ‘only once in a blue moon’ it is a very rare event. Technically a blue moon is the second full moon inside a single calendar month. While variable it works out to about once every two years or so on average. “Tamara can’t be coming again this weekend; she only visits us once in a blue moon!”
Out of the Blue: something that happens unexpectedly or unpredictably. “David keeps moving the meeting out of the blue, this is the third time I’ve had to reschedule things for next week.”
Blue Collar: a blue collar profession contrasts with a white collar profession, often with negative connotations, while the work is skilled and requires knowledge it is not exclusively paper/desk/computer based. Plumbers and electricians are typical blue collar jobs while lawyers and journalists are more often seen as white collar.
Blue murder: someone who is screaming blue murder is shouting loudly about things. “There’s no point in screaming bloody blue murder now, the party is already ruined so please do shut up.”
Blue on blue: (American?) A slang term from military exercises to describe so called “friendly fire” where one side shoots at itself.
Blue Monday: a bright blue cocktail made with vodka and blue curacao
Baby blue: a light (powdery) blue shade often associated with baby boys.
To hold two blues in a sport: (British & Rare) this means that the person has played competitively for both Oxford and Cambridge. One has light blue uniforms the other has dark blue.
The air goes blue: idiomatically strong bad language can ‘turn the air blue’. “The air goes blue every time Claire misses her bus, I really wish she’d just leave the house five minutes earlier.”