Bolt Blue: A Bolt from the Blue

something that you do not expect to happen and that surprises you very much 
The news that they had got married was a bolt from the blue.
He seemed to be very happy in his job, so his resignation came as a bolt out of the blue.

There are several forms of this phrase: 'out of the blue', 'a bolt out of the blue', etc. The earliest citation is Carlyle, 1837 - "Arrestment, sudden really as a bolt out of the Blue, has hit strange victims."