I Want a Blue Fish, is There Such a Thing?

Yes, there is. In order of difficulty to keep alive:

The easiest to keep is a Betta fish. They come in various shades and mixtures of blue, red, purple, greenish, gold, yellow and even pink. Each one is unique. Almost every pet store carries them. Just have a 1/2 gallon bowl, water conditioner or dechlorinator, and feed 3-4 Betta pellets a day. See my previous post Betta Versus Goldfish.

For an aquarium of at least 20 gallons, there are Gouramis which can be blue, pale blue, gold and striped.

For South American cichlid fans, there is the new Electric Blue Dempsey, and the Turquoise Severum. Just get a 60+ gallon (or larger) aquarium with very good filtration.Or plan on one fish in a 30 gallon aquarium. A powerhead to create a current and add to the oxygenation is also very helpful. In my experience, allocating 2 gallons for every inch of full grown fish keeps the tank cleaner and the inhabitants less aggressive. By way of example: a 6 inch Severum needs 12 gallons all to himself. And a twelve gallon tank would be barely big enough for him to swim in. BTW, my Severum (a female, I think) not only has a brilliant turquoise coloring, red/gold bottom fins, and black strips and spots that appear or disappear depending on her mood.

For African Cichlid fans, there are a wide variety of blue species. Keep in mind they need very high water quality, aquarium salt, fantastic filtration and a pH of 7.4 to 8.2 depending on what lake their ancestors came from. Not to mention a really big aquarium.