Blue is a calm color.
It is the color of the sea and sky which suggests vastness and eternity.
In addition Blue represents a healthy balance between body and mind.
During the Middle Ages and the Renaissance blue was made from powered lapis lazuli (a rare semi precious gem) which made it very expensive.
The choice of color for the Virgin Mary's robe in most paintings was blue. Although there are spiritual connotations for blue the main reason that Mary's robe is blue is because patrons wanted to honor Mary by using the most expensive color.
Today blue is associated with laborers: blue collar workers.