What does it mean? And when is it used?
If someone says: "To the blue", "into the blue"? What to expect from that?
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It sometimes depends on the context. "The blue" generally refers to, either, the ocean or the sky.
The "wild blue yonder", for example, refers to the sky as it exists as an existential and physical frontier that pushes the limits of human engineering should humans wish to travel to or beyond it.