So what is going blue? Well, I’m glad you asked because it’s terribly interesting. Going blue is a very old comedy term for resorting to sexual or toilet humor when a standup comedian sees they are losing the audience. For example:
Comedian: Why did the chicken cross the road?
Audience: …(crickets chirping)
Comedian: Because that’s where the studio was where he was fluffing for a Bukkake film.