Here's a few with Blue Hair I know of:
Jellal Fernandes from Fairy Tail
Mystogan from Fairy Tail
Xenovia from High School DxD New
Aichi Sendou from Cardfight Vanguard
Franky from One Piece
Kurumu Kurono from Rosario + Vampire
Black Star from Soul Eater
Tabitha from The Familiar of Zero
Ikki Takeda from Kenichi: History's Strongest Disciple
Junko Hattori from Demon King Daimao
Akito/Agito Wanijima from Air Gear
Juvia Lockser from Fairy Tail
Levy McGarden from Fairy Tail
Tatenashi Sarashiki from Infinite Stratos II
Kanzashi Sarashiki from Infinite Stratos II
Wendy Marvell from Fairy Tail
Houka Inumuta from Kill La Kill
Apollomon Whispered from Digimon Xros Wars
Caster/Medea from Fate/Stay Night
Kisame Hoshigaki from Naruto/Shippuden
Aika Tsube from Gonna be the Twintails!!. And no, don't Du tell me "her hair is black", oder "purple" oder something like that. It's blue. It looks far Mehr blue when she's fighting as Tail Blue (actually it's a distinctive aqua when she's Tail Blue) but her hair is DEFINITELY blue nonetheless.
I would have put Aqua from Konosuba, but I'd prefer to promote Twintails ni Narimasu because it's an amazing anime.