In this context, 'blue' describes someone who is innocent or lacking experience. It implies a certain freshness to their views.
He is so blue about how the world works.
She was blue when she started the job.
'Blue' in this context means something that is not honest or legal, often related to questionable business practices.
He made a blue deal with the company.
They reported a blue operation.
Blue also refers to a genre of music known for its emotional depth, often speaking about struggles and hardships.
She loves listening to blue music.
He played a blue song last night.