Throughout history, there have been stories of people with blue skin. In Hinduism, the supreme god Krishna and the goddess of time and change, Kali, are portrayed as having blue skin, symbolic of their great enlightenment. In Egyptian art, the god Amon was often portrayed with blue skin to symbolize both his invisibility, and his connection with the creation of the world. In more recent times, blue colored skin has been common in science fiction and fantasy stories... perhaps because of how fantastic the idea sounds to the average person. But it isn’t a fantasy; there really have been, and are, people with blue skin.
There are, scientifically speaking, only three known causes for such an unusual skin color to exist in humans, namely: coloring the skin with dyes, lacking enough oxygen in the bloodstream, or to be poisoned by a particular precious metal.
Illustration by Garth Haslam (larger version here)