Blue is an water cat - this can be seen by its color. The stripes on the body are reminiscent of circular highlights on the water, and the color of the coat is a shade of its depth.
Not surprisingly, he can swim, and quite well. The stripes on the cheeks may seem like a normal color pattern, but in fact they act as gills, so Blue can always be under water, since he can breathe under it.

Interesting fact: under water, the stripes on Blue's body begin to glow, which looks unusually beautiful. It also helps him see better when he's in deep water.