maybe from the fear of random objects falling from the sky

Meaning A complete surprise, like a bolt of lightning from a blue sky. Origin This has the feel of a Shakespearian or Biblical phrase, but it isn't as old as it sounds. There are several forms of it: 'out of the blue', 'a bolt out of the blue', etc. The earliest citation is Thomas Carlyle, in The French Revolution, 1837: "Arrestment, sudden really as a bolt out of the Blue, has hit strange victims."

"Out of the blue" could mean a few things: - complete surprise, like a bolt of lightning from a blue sky - from an unexpected or unforeseen source - at a completely unexpected time Also the same as saying "a bolt out of the blue". Earliest citation is Thomas Carlyle in 1837, French Revolution. http://www.thefreedictionary.com/out+of+the+blue http://www.phrases.org.uk/meanings/70700.html

Why, it just came out of the blue one day, which surprized a lot of people. They weren't really expecting it, they'd all been saying "out of the purple," not realizing that it made no sense at all. But a bolt of lightening coming out of a clear blue sky? Now that is a surprizing, unforseen, even unexpected event. Now people could say, 'It came out of the blue like a shot in the dark.'

It came out of thin air

the blues, (used with a plural verb) depressed spirits; despondency; melancholy: "This rainy spell is giving me the blues." [Origin: 1800–10, Americanism] http://dictionary.reference.com/search?q=the+blues&r=66 Etymology The phrase "the blues" is a reference to the the blue devils, meaning 'down' spirits, depression and sadness. An early reference to "the blues" can be found in George Colman's farce Blue devils, a farce in one act (1798). Later during the 19th century, the phrase was used as a euphemism for delirium tremens and the police, and was not uncommon in letters from homesick Civil War soldiers. http://en.wikipedia.org/wiki/Blues A state of depression or melancholy. Often used with the. A feeling or spell of dismally low spirits: dejection, depression, despondence, despondency, doldrums, dolefulness, downheartedness, dumps, dysphoria, funk, gloom, glumness, heavy-heartedness, melancholy, mope (used in plural), mournfulness, sadness, unhappiness. http://www.answers.com/the+blues?cat=technology According to Christine Ammer, who devotes an entire chapter to the color blue in her "Seeing Red and Tickled Pink" (Plume, 1993), "blues" music takes its name not directly from its often depressing subject matter, but from the notes themselves. "Blue notes," according to Ammer are "half-flatted" notes that fall between major and minor pitch. Of course, melancholy "blue notes" probably took their name in turn from "the blues," as in depression. Unfortunately, no one knows exactly how or why "blue" came to mean "sad," although the term has been used since at least the 18th century. As to "blue movies," that "blue" is also a mystery, but may be a reference to the traditional use of blue spotlights in strip-tease acts. http://www.word-detective.com/121597.html#blues BLUE. Gloomy, severe; extreme, ultra. In the former sense it is applied especially to the Presbyterians, to denote their severe and mortified appearance. Thus, beneath an old portrait of the seventeenth century, in the Woodburn Gallery, is the following inscription: A true blue Priest, a Lincey Woolsey Brother, One legg a pulpit, holds a tub the other; An Orthodox grave, moderate Presbyterian, Half surplice cloake, half Priest, half Puritan. Made up of all these halfes, hee cannot pass For anything entirely but an ass. In the latter sense it is used particularly in politics. The bluest description of old Van Rensselaer Federalists have followed Col. Prentiss (in Otsego county).--N. Y. Tribune. http://www.merrycoz.org/voices/bartlett/AMER03.HTM Colour psychology says that blue can also be cold, depressing, and unfriendly. Characteristics: Blue people are emotional and stay within themselves. They tend to not trust others as they carefully watch them. Pale blue is the color of devotion and reflects one who prefers things to be in order. As blue becomes darker, it becomes moody and depressed, hence the term, 'the blues'. Lovers of royal blue can be on either a large high or in a deep pit of emotion. Navy blue is favored by those who are very emotional but wish to conceal it. They tend to indulge themselves in their emotions and can, in extreme cases, become obsessed. Being feelers, they cry when they are happy or sad and as a result leave themselves wide open to others. They can easily guage the mood of any person they are around regardless of their state of mind. Blue personalities can't explain the range of their emotions, as they are products of their environment. Looking for sympathy in others, blue people can be miserable to be with when they expect you to be down with them. Codependently, they need you to feel as they do. Too much blue around will create depression so it needs other colors to balance it. http://www.bharatmatrimony.com/astrology/color.shtml Pauline wrote here that "Out of the blue" has more than one meaning. The meaning of "a bolt from the blue" is a complete surprise, like a bolt of lightning from a blue sky. There are several forms of it: 'out of the blue', 'a bolt out of the blue', etc. http://www.phrases.org.uk/meanings/70700.html The psychologists say that the subconscious mind, which is the source of unexpected and previously unknown thoughts, is connected with blue colour. "Arrestment, sudden really as a bolt out of the Blue, has hit strange victims." [Thomas Carlyle, in The French Revolution, 1837]. Phrases UK has the following comment regarding the phrase "out of the blue": "I can't find 'out of the blue' in my sources, but Webster's unabridged, 1934, does identify blue with the sky (or celestial space or the far distance) in the similar phrase "a bolt from the blue." http://www.phrases.org.uk/bulletin_board/8/messages/578.html The expressions "the far distance" and "complete surprise from unknown source" are connected with the subconscious mind.

It came from out of the blue.

I first heard it at the age of 6 in this song: https://www.youtube.com/watch?v=b_6M7vJdH5k