Kirby Battle Royale artwork
Blue Kirby is a member of the Kirby species. This alternate coloration is also used for Kirby in the Super Smash Bros. series, Kirby Air Ride, Kirby 64: The Crystal Shards (as the third player in sub-game mode), and as a playable character in Kirby's Return to Dream Land. It is actually unknown if this is an official coloration as these have only been used to tell the first player from the second, but Kirby does turn blue when using the Ice and Freeze abilities.
Blue is also a Spray Paint palette swap for Kirby in Kirby & The Amazing Mirror and Kirby: Squeak Squad, only it is called Ocean. The dark blue spray paint is called Sapphire. The latter resembles Meta Knight's coloring.
Meta Knight is not confirmed to be a Kirby although he has a similar face to Blue Kirby.
In Kirby Mass Attack, a Kirby will turn blue when he is injured.
In Kirby's Return to Dream Land, Blue Kirby's cheek blushes have a noticeably more violet hue, in contrast with the traditional bluish shades in past games.