“It hit me right out of the BLUE!” we exclaim, when something strikes us like a thunderbolt, or an inspiration from heaven, utterly unexpected.
When I worked for the SF Maritime Museum as a young man, it was told to me that "feeling blue" is a usage that came from the merchant sailors who when they signed on to serve on a ship, they signed on for a percentage of the value of the cargo when sold. If the captain were to die at sea, the shipowners would embargo the proceeds until the captain's affairs were settled, including the care of his wife and children. To prevent unauthorized sale of cargo the ship would be marked with blue paint. The crew would have to wait, having no money to spend ashore. Feeling blue.
If this story is not true, please don't correct me!
As Debra recently noted, BLUE can be deadly when a Blue-Tail Fly bites a horse.