meaning - What does "blue's my colour" mean in this context?

Monica: How are you?

Fake Monica: I'm not too bad. Fortunately, blue's my colour. How-how
did you know I was here?

Monica: Because... I'm Monica Geller. It was my credit card you were
using.

It is from the sitcom Friends season 1 episode 21.

To me, "blue's my colour" barely makes any sense in this context.