@Juan Schwartz, well, there's not really a story for Blue being "blue", but she is indeed that color because she's an alien. Blue's specie is an evolution of amphibians with blue skin.
Thanks! I like to think of all details when I create a character, it's been years of inspiration to come up with Blue's current concept. Glad you like her!
Ohh, wow. That song brings back great memories! "I'm blue! Dabadee dabadae". Hahah.
My little bro thinks it's trash, but he listens to dubstep all day, so I take his musical opinions with a grain of salt. (Not that I'm a snob. If you like dubstep, I meant no offence)