HI, here is two of the theories I have heard so far.

1. When the slaves were brought over to pick cotton etc. they would be given blue pants and shirt so they would be clothed and recognizable in the field, thus when they sang their sad or song the slave masters would say the blues are singing again.

2. (this is a bit more believable) When the slaves were beaten or thelr hands hand feet bruised through the hard labour the welts and swellings were blueish in colour, thus they wre sore, tired and homesick and would sing or play a sad lonley ballard etc.

so it could be that the blues as above could have given rise to the expression felling blue etc. etc. etc.

Riff and be merry