I feel like this isn’t only exclusive to the U.S. though. One of my favorite painters Picasso painted in blue when he was very sad in a period of his life. Look up “Picasso’s blue period”. I can understand it might not mean sadness in all cultures, but I would think blue is a sad color for most.

Interesting question. I didn’t know the answer so I looked on Google. There are several different explanations/guesses that I found there. So, I don’t think there is a clearly correct answer to your question.

Hello Catharina! There are many ideas behind your questions, and everyone will have their own idea of why. I have researched your question and there are two answers that I believe could be the reasons of why it started. 1) There was an old English saying from the 18th century called "Blue devils". This term was to describe devils that they believed made people feel a loss of hope or courage or to feel low in spirit. the term was made popular again when the phrase "having the blues" resurfaced in popular culture through music. 2)If you are sad and describe yourself as "feeling blue," you are using a phrase coined from a custom among many old deepwater sailing ships. If the ship lost the captain or any of the officers during its voyage, she would fly blue flags and have a blue band painted along her entire hull when returning to home port. Hope this helps :) Ashli