My favorite color of all time is blue. Just a quick look-over of my closet and home will confirm that. It's an unconscious preference; I just naturally gravitate to the color blue in all its various shades.
Perhaps I sub-consciously adhere to the age-old tradition of associating this color with royalty. It was the Spaniards who gave the world the notion that an aristocrat's blood is not red but blue. In ancient and medieval societies of Europe, the veins of the upper class appeared blue through their untanned skins, in contrast to the working class who were mainly agricultural peasants. A nobleman would hold up his sword arm to display the filigree of blue-blooded veins beneath pale skin to prove his aristocratic birth.
The bluegrass region of the United States, associated with the thoroughbred horse raising considered the "sport of Kings," lies mostly in northern Kentucky. Bluegrass territory is characterized by fossiliferous limestone making its rolling hills highly fertile for growing pasture.
Another common phrase that incorporated the word "blue" in a selective usage is what is referred to a "using a blue pencil." Editors traditionally used a blue pencil to edit or correct something and how that came about is also interesting. In the nineteenth century, editors and censors commonly marked up manuscripts with colored pencils so their comments stood out. By the 1880's, British military censors had standardized on blue pencils.
Around the same time, the first photo-mechanical printing process came into use. The system being monochromatic - insensitive to all visible light except blue - an editor's blue marks transmitted as if they were white, making them invisible. You could see the color but you couldn't photograph it. Dumb luck has kept the non-photo blue pencil in service for well over a century.
For us writers, nothing plunges us into a true "blue funk" like the liberal use of a "blue pencil' on one of our manuscripts. That is why, when I edit, I try to always use a red pen.