How are you feeling if you are feeling blue?

When someone is 'blue' they are usually sad, or depressed.

The feeling blue makes me feel is sad

In the navy, when a boat lost its captain, blue flags would be hung above the deck. When returning to land a blue banner would be stretched out across the length of the boat.

It means im feeling very sad and dull..

you are kind of sad but in some way you are happy