Today I was in the car to D. and back, and there was an item about Blue Monday on radio 1.
Blue Monday is a sad day, as you probably know. The annual low for humans.
They had an expert on the phone who told about the likely origin of that expression:
America, the slaves on the plantations sang songs at work, and that was called the blues. For them the color had a link with a funeral ritual in Africa, where the people painted their clothes blue for a funeral. That color was indigo, after the plant that they used for it.