It's not actually the name of a character, but the query can refer to several. Perhaps the most famous is the one mentioned in the song The Cat in the Dark (Un gatto nel blu, Toto Savio and Giancarlo Bigazzi, 1972), which in the verse translated by Buddy Mary McCluskey (surely from the English version) says "the cat that is sad and blue", and this seems a redundancy because the color blue is associated with sadness and melancholy; But actually here it is by the blue sky, where would be the morrongo that is remembered while evoking a lost love. And while we're at it, let's mention another one from this century, a 2014 design by Nate Hallinan that's actually inspired by a blue Smurf, but when it became a meme people saw it as cat-like and called it "Smurf cat" among other names. This did become a Minecraft character. Finally let's mention one that is real: "Russian blue" is a breed of cat with a bluish-gray coat, although they also exist with white or black hair. See English/blue.
