Etymology
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blue (adj.1)

"of the color of the clear sky," c. 1300, bleu, blwe, etc., "sky-colored," also "livid, lead-colored," from Old French blo, bleu "pale, pallid, wan, light-colored; blond; discolored; blue, blue-gray," from Frankish *blao or some other Germanic source, from Proto-Germanic *blæwaz (source also of Old English blaw, Old Saxon and Old High German blao, Danish blaa, Swedish blå, Old Frisian blau, Middle Dutch bla, Dutch blauw, German blau "blue").

This is from PIE *bhle-was "light-colored, blue, blond, yellow," from root *bhel- (1) "to shine, flash, burn," also "shining white" and forming words for bright colors. The same PIE root yielded Latin flavus "yellow," Old Spanish blavo "yellowish-gray," Greek phalos "white," Welsh blawr "gray," showing the slipperiness of definition in Indo-European color-words. Many Indo-European languages seem to have had a word to describe the color of the sea, encompassing blue and green and gray; such as Irish glass (from PIE root *ghel- (2) "to shine,"); Old English hæwen "blue, gray," related to har (see hoar); Serbo-Croatian sinji "gray-blue, sea-green;" Lithuanian šyvas, Russian sivyj "gray."

The present spelling in English is since 16c., common from c. 1700. The sense "lead-colored, blackish-blue, darkened as if by bruising" is perhaps by way of the Old Norse cognate bla "livid, lead-colored." It is the meaning in black and blue, and blue in the face "livid with effort" (1864, earlier black and blue in the face, 1829).

The color of constancy since Chaucer at least, but apparently for no deeper reason than the rhyme in true blue (c. 1500). Figurative meaning "sad, sorrowful, afflicted with low spirits" is from c. 1400, perhaps from the "livid" sense and implying a bruised heart or feelings. Of women, "learned, pedantic," by 1788 (see bluestocking). In some phrases, such as blue murder, it appears to be merely intensive. Blue was by c. 1600 the distinctive color of the dress of servants, which may be the reason police uniforms are blue, a tradition Farmer dates to Elizabethan times.

Blue pencil as an editor's characteristic tool to mark corrections in copy is from 1885; also as a verb from 1885. The fabulous story of Blue-beard, who kept his murdered wives in a locked room, is from 1798. For blue ribbon see cordon bleu under cordon. Blue whale attested from 1851, so called for its color. Blue cheese is from 1862. Blue water "the open ocean" is from 1822. Blue streak, of something resembling a bolt of lightning (for quickness, intensity, etc.) is from 1830, Kentucky slang. Delaware has been the Blue Hen State at least since 1830, supposedly from a nickname of its regiments in the Revolutionary War.

The exact color to which the Gmc. term applies varies in the older dialects; M.H.G. bla is also 'yellow,' whereas the Scandinavian words may refer esp. to a deep, swarthy black, e.g. O.N. blamaðr, N.Icel. blamaður 'Negro' [Buck]

Few words enter more largely into the composition of slang, and colloquialisms bordering on slang, than does the word BLUE. Expressive alike of the utmost contempt, as of all that men hold dearest and love best, its manifold combinations, in ever varying shades of meaning, greet the philologist at every turn. [John S. Farmer, "Slang and Its Analogues Past and Present," 1890, p.252]

blue (adj.2)

"lewd, indecent" recorded from 1840 (in form blueness, in an essay of Carlyle's); the sense connection with the color name (see blue (adj.1)) is unclear, and is opposite to that in blue laws (q.v.). John Mactaggart's "Scottish Gallovidian Encyclopedia" (1824), containing odd words he had learned while growing up in Galloway and elsewhere in Scotland, has an entry for Thread o'Blue, "any little smutty touch in song-singing, chatting, or piece of writing." Farmer ["Slang and Its Analogues Past and Present," 1890] offers the theory that this meaning derives from the blue dress uniforms issued to harlots in houses of correction (from c. 1600), but he writes that the earlier slang authority John Camden Hotten "suggests it as coming from the French Bibliothèque Bleu, a series of books of very questionable character," and adds, from Hotten, that, "Books or conversation of an entirely opposite nature are said to be Brown or Quakerish, i.e., serious, grave, decent."

blue (v.)

"to make blue," c. 1600, from blue (adj.1).

blue (n.)

"the color of the clear sky," c. 1300, from blue (adj.1). From late 15c. as "blue clothing." The blue is from 1640s as "the sky" (hence bolt from the blue "lightning," 1837); from 1821 as "the sea." In reference to a particular party which has chosen blue for its color, by 1835. "In most parts of England the Conservative party" [OED], but in 17c. it often was the Whig color (opposed to royal red).

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Definitions of blue
1
blue (adj.)
morally rigorous and strict;
blue laws
Synonyms: puritanic / puritanical
blue (adj.)
filled with melancholy and despondency;
lonely and blue in a strange city
Synonyms: gloomy / grim / depressed / dispirited / down / downcast / downhearted / down in the mouth / low / low-spirited
blue (adj.)
of the color intermediate between green and violet; having a color similar to that of a clear unclouded sky; "October's bright blue weather"- Helen Hunt Jackson;
a blue flame
blue haze of tobacco smoke
Synonyms: bluish / blueish
blue (adj.)
used to signify the Union forces in the American Civil War (who wore blue uniforms);
a ragged blue line
blue (adj.)
characterized by profanity or cursing;
blue language
Synonyms: blasphemous / profane
blue (adj.)
suggestive of sexual impropriety;
a blue movie
blue jokes
Synonyms: gamy / gamey / juicy / naughty / racy / risque / spicy
blue (adj.)
belonging to or characteristic of the nobility or aristocracy;
a blue family
the blue-blooded aristocracy
blue blood
Synonyms: aristocratic / aristocratical / blue-blooded / gentle / patrician
blue (adj.)
causing dejection;
a blue day
Synonyms: dark / dingy / disconsolate / dismal / gloomy / grim / sorry / drab / drear / dreary
2
blue (n.)
blue color or pigment; resembling the color of the clear sky in the daytime;
he had eyes of bright blue
Synonyms: blueness
blue (n.)
blue clothing;
she was wearing blue
blue (n.)
any organization or party whose uniforms or badges are blue;
the Union army was a vast blue
blue (n.)
the sky as viewed during daylight;
he shot an arrow into the blue
Synonyms: blue sky / blue air / wild blue yonder
blue (n.)
used to whiten laundry or hair or give it a bluish tinge;
Synonyms: bluing / blueing
blue (n.)
the sodium salt of amobarbital that is used as a barbiturate; used as a sedative and a hypnotic;
Synonyms: amobarbital sodium / blue angel / blue devil / Amytal
blue (n.)
any of numerous small butterflies of the family Lycaenidae;
3
blue (v.)
turn blue;
From wordnet.princeton.edu