Something that happens out of the blue is sudden and unexpected. Example: "They seemed to be talking calmly when out of the blue she slapped him in the face!"

It is as if suddenly it started raining on a day when the sky was clear and blue. Example: "Why did she do that?" Reply: "I have no idea. It was completely out of the blue."

You are surprised and unprepared when it happens out of the blue. Example: "Did you know they would move you to a different project?" Reply: "Not at all. It was completely out of the blue."