blue / blues

The adjective blue has been associated with despondency and sadness since the 16th century. The noun the blues has been with us since 1741, when David Garrick penned the following in a letter:

I am far from being quite well, tho not troubled wth ye Blews as I have been.

The blues is a shortening of blue devils, demons popularly thought to cause depression and sadness. Blue devils have been around since 1616, from Times’ Whistle:

Alston, whose life hath been accounted evill, And therfore calde by many the blew devill.

The name of the musical style has been around since 1912, taking its name from the mournful and haunting nature of the lyrics. Some sources say the style takes its name from the blue notes that it uses, blue notes being a minor interval in place of a major, an off-pitch note. But the opposite is true. Blue notes get their name from the blues, not the other way around. Blue note is attested to in 1919.

(Source: Oxford English Dictionary, 2nd Edition)

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