The phrase "out of the blue" is an idiomatic expression that refers to something happening unexpectedly or suddenly, without any warning or prior indication. It's often used to describe surprising events or occurrences that seem to come from nowhere.
The origin of "out of the blue" is somewhat unclear, but it is believed to be derived from the phrase "a bolt from the blue." This earlier expression refers to a sudden and surprising event, much like a lightning bolt coming from a clear blue sky. The phrase has been in use since at least the 19th century.