In an old column:
http://www.straightdope.com/columns/980925.html
we read various odd suggestions about the existence of “blue” people. Most are metaphoric or artificial, one is just plain bonkers and one is dismissed by Cecil: the fact that black people are referred to in Gaelic languages as blue - “gorm” (pronounced, roughly, “gurrum”. This leads into idle speculation that this is where
Cecil, oddly, first says he’s “unable to confirm the use of this term”. (What, he lost his library card? He also says something about having no idea what the Ainu look like but parrots a nasty bit of racist nonsense from some buffoon instead. It didn’t take me long to find out that the folks pictured at http://www.voicenet.co.jp/~jeanphi/ainu/ainu.htm are not blue in colour, nor are they covered in their own filth). Anyway, he then scoffs at the Gaelic connection suggestion and posits instead that the etymology of the word “cyanide” has something to do with it.
Now, come on. I’ll grant you that the Irish language connection may not be all that convincing, but it’s a sight better than mumblings about cyanide.
My understanding is that the colour blue has been associated with melancholy for centuries - one of those weirdie things like bodily humours.
ben