http://m-ms.com/us/about/characters/blue/
Check this link out…!!!
EXCERPT from the history of M&Ms:
In 1995—over a half-century after the candies were first introduced—consumers across America helped write a new chapter in the history of M&M'S® Brand. A "mega" marketing event asked Americans to vote for a new color to appear in the traditional M&M'S® Chocolate Candies color mix. Their choices included blue, pink and purple—or no change. Blue won by a landslide, with 54% of the more than 10 million votes cast. Also in 1995, M&M'S® Chocolate Mini Baking Bits were introduced, adding colorful chocolate fun to the world of baking.
I remember that year!!! I DID vote for the purple to win (BTW purple is my fave color, the color of royalty and princess-y), but it didn’t get selected, the blue won instead :( !!!! And I really what people consider M&Ms junkie, I think it runs in the family, my late dad also loved M&Ms, now my niece and nephew love this chocolate too. My Dad though, he liked the plain and I like the peanuts. Oh yeah, he also didn’t mind eating the Blue M&Ms while I have a HUGE, HUMANGOUS problem munching on the Blue M&Ms, ….the color is just soooooooooh unappealing to me…YUCK!!! So…what did I do when I got a package of M&Ms, I would eat every other color and left the Blue behind…..he…he!!! QUIRKY huh? Don’t get me wrong, I really don’t have anything against Blue as a color, I am totally kewl with blue sky/blue hills, blueberry, bluebonnets, blue ocean, etc…but just not eating blue M&Ms…..
Blue sky and blue hills – no problem, such marvelous scenery
Bluebonnets – no problem, they are awesome – they remind me of Spring in Texas!
Blueberries – no problem, healthy and full of antioxidant, definitely good for you!
Blue Whale and Blue Ocean – Both are majestically kewl - no problem!
Blue M&Ms – NOOOOOOOOOOO!!!! Nightmare!!! Take it away from me!!!!! AAAAAARGHHHHH!!!
My galfriend, she teases me about this issue all the time, and we even discussed about the scariest Halloween costume for me would be the Blue M&Ms!!!! Oh no…I will have a nightmare!!!!! Oh BTW, my hunnie, he knows about this quirk of mine, so every time he buys me a package of M&Ms, he would be oh soooo kind to remove all the blue color ones (he would eat them) and would give me "free of blue" M&Ms !!!!
YEAY!!!!
Oh and here is the Blue M&Ms bio (I got it from the Website): 
