Example: Sandra was feeling blue as George Clooney hadn’t answered a single one of her 337 love letters to him.
Feeling blue goes way, way back, first recorded in 1385, and during the intervening centuries, its origin has faded.
There are no shortages of theories though. Here’s a few.
The blue is referring to that of lifelessness, as in blue lips and skin.
The blue is referring to rain and storms, reaching even further back, into Greek mythology, where Zeus would make it rain when he was sad.
The blue is referring to an old naval custom, that of flying blue flags, or painting a blue band along the hull of a ship upon return to its home port if its captain had perished during the last voyage.