The mistake is treating blue as one colour and buying whatever's on the rail without checking the undertone against your own skin, then wondering why a skirt that looked brilliant on the hanger makes you look like you've not slept. Blue runs from a bright cobalt that needs warmth behind it to a greyish denim blue that forgives almost everyone, and those two things are not interchangeable even though they'll sit next to each other in the same size run.
If you've got none, start with a mid blue, somewhere between navy and denim, in a midi length with a bit of structure to it rather than something floaty. It's the one that does the most jobs without asking you to think too hard, and it won't date the way a trend colour will. Get the fit sorted before you worry about shade though. Sit down in it in the shop, properly sit, because a lot of these skirts are cut generously at the hip and then tight across the thigh the second you bend, which nobody tells you until you're stuck crouching by a shelf. Check the waistband doesn't dig when you sit, check there's no gaping at the back zip when you twist, and if it's got a wrap or a button front, make sure the overlap is deep enough that a gust of wind isn't going to make the decision for you.
How it wears depends entirely on what it's made of, which is the bit most people skip reading. A cotton or cotton blend blue skirt will soften and fade slightly with washing, which can look good if it's meant to, less good if the colour was the whole point of buying it. Wash it inside out, cooler than you think it needs, and keep it away from anything shedding dye in the same load, because blue is sneaky about bleeding onto things you didn't expect. A well made one has a lining that moves with you rather than clinging, a zip that sits flat rather than puckering the seam either side of it, and stitching along the hem that's even rather than wandering. Hold it up to the light before you buy, if you can see daylight through the seams it's not built for a full season.
Reach for it when you want colour that isn't trying too hard, on days when black feels like giving up and prints feel like too much effort before you've had your coffee.