I found a nice explanation of why gods like Krishna, Shiva and Rama are depicted as having blue skin. It's something I was always told but could never find a good online source to share with people who asked.
This is from the Isha Foundation.
Blue is the color of all-inclusiveness. You will see in the existence, anything that is vast and beyond your perception generally tends to be blue, whether it is the ocean or the sky. Anything which is larger than your perception tends to be blue because blue is the basis of all-inclusiveness. It is based on this that so many gods in India are shown as blue-skinned. Shiva has a blue skin, Krishna has a blue skin, Rama has a blue skin. It is not that their skin was blue. They were referred to as blue gods because they had a blue aura.
Why Is Krishna Blue?
This is from the Isha Foundation.
Blue is the color of all-inclusiveness. You will see in the existence, anything that is vast and beyond your perception generally tends to be blue, whether it is the ocean or the sky. Anything which is larger than your perception tends to be blue because blue is the basis of all-inclusiveness. It is based on this that so many gods in India are shown as blue-skinned. Shiva has a blue skin, Krishna has a blue skin, Rama has a blue skin. It is not that their skin was blue. They were referred to as blue gods because they had a blue aura.
Why Is Krishna Blue?