It's been a grey day in Buenos Aires. Rainy days make me feel blue. No, don't worry! I haven't turned into a Smurf (or Smurfette). To "feel blue" is "to be sad" and is an instance of an idiom. What is an "idiom"? It's a combination of words that has a meaning which is different from the meaning of the individual words themselves. There are many colour idioms in English. Some are easy to translate because we have similar expressions in Spanish whereas some are more difficult to work out.
If you want to learn more idioms like this, you can watch this video:
Or read some definitions before practising:
By the way, you'll find 2 spellings for the word "colour/color". The spelling -our is used in British English and the spelling -or is used in American English. This rule applies to all the words with that ending (e.g behaviour, favour, neighbour, etc)