Blue

Blue was a colour between indigo and green on the visible spectrum. (TV: Sky)

As noted by the Sixth Doctor, it was the official colour of mourning on "a number of civilised worlds" including Necros, but notably not Earth. As such, he wore a blue coat as a mourning suit. (TV: Revelation of the Daleks, WC: Real Time/AUDIO: Real Time)

It was also associated with the Doctor's TARDIS, (TV: The Big Bang) as this was the colour of the police box disguise of the TARDIS. The TARDIS was often referred to as a "(big) blue box", even by the Doctor. (TV: Planet of Fire, Aliens of London, The Satan Pit, The Fires of Pompeii, Utopia, Death of the Doctor, The Doctor's Wife, Time Heist, Last Christmas, et al.) When the Eleventh Doctor sent a blue envelope to Amy Pond and Rory Williams, Amy knew he was the one who sent it, recognising the colour as "TARDIS blue". (TV: The Impossible Astronaut)

Blue could also be an eye colour. Many of the Doctor’s incarnations possessed blue eyes, more specifically the First, Second, Third, Fourth, Fifth, Sixth, Seventh, Eighth, Ninth and Twelfth Doctors. (TV: The Three Doctors, Spearhead from Space, Robot, Logopolis, The Caves of Androzani, Time and the Rani, Doctor Who, Rose, The Time of the Doctor)

Some incarnations of the Master possessed blue eyes, more specifically, his original incarnation as a child, his, the upon escaping the Time War, and the one who called herself. (TV: The Keeper of Traken, Utopia, The Sound of Drums, Deep Breath)

Adolf Hitler had blue eyes. (PROSE: Timewyrm: Exodus)

Romana I once tried on a blue-skinned body during her first regeneration, but ultimately decided against it. (TV: Destiny of the Daleks)

In Through the Eye of Eternity, the Blue Eye of Eternity generally symbolised that the week's episode would be a spy drama. This was a reference to the "Cold" War. (PROSE: The Book of the War)

Metebelis III was the famous blue planet of the Acteon Galaxy. (TV: Carnival of Monsters, The Green Death)

On the Blue Planet, almost everything was blue, including the natives. (PROSE: Dr. Sixth)

The sun briefly turned blue when the Slitheen began draining its power. (TV: Revenge of the Slitheen)

Blue Daleks and Strategist Daleks were identified by their blue casings. (PROSE: War of the Daleks, TV: Victory of the Daleks) Humanoid Daleks, (COMIC: Genesis of Evil) Vogans, (COMIC: The Vogan Slaves) Monstrons, (COMIC: The Menace of the Monstrons) Fodorans, (PROSE: Kursaal) Crespallions (TV: The End of the World) and Zerovians (COMIC: Impasse) had blue skin. Dahh-Ren was blue, (TV: Oxygen) as was Jorj. (TV: World Enough and Time) Arun's skin had a blue tint after the Panjistri experimented on her. (PROSE: Timewyrm: Apocalypse)

Nardole recalled being blue at some point, and suggested that he should "go back" to it. (TV: World Enough and Time)

The ears of a Fostarone turned blue when they lied. (PROSE: Ghosts of India)

In the spring of 2007, while facing a Hoix with the Tenth Doctor, Rose Tyler threw a blue bucket of liquid at the Hoix. This was the wrong bucket, Rose had thought the Doctor said blue, but as the Doctor noted, he had said "not blue". This enraged the Hoix who chased Rose and the Doctor until Rose found the correct red bucket. (TV: Love & Monsters)

Other references
"Out of the blue" was a saying. (TV: The Sound of Drums)