"Feeling blue" (Feeling sad, unhappy.)
Can also be "Looking blue"
ex:) I'm feeling blue..
He looks like he's feeling blue.
You look really blue... are you okay?
"Out of the blue" (Out of nowhere, unexpectidely)
ex:)"I sent off my application to the company, but heard nothing. Then completely out of the blue they sent me a letter"
"Blue in the face" (Making a huge effort for agreement)
ex: I told him he was making a mistake until I was blue in the face but he wouldn't listen to me!
"Once in a blue moon" (Only occurs once in a lifetime\while, extremely rare)
ex:) Eclipses only happen once in a blue moon.
I only see him once in a blue moon.
Hope I helped ^^