Here are some of the answers I`ve found so far:
1. Their skin is blue because of the sky and the ocean and everything is blue... O.o
2. Their skin is blue so they could be the closer to the gray of elephant skin ........... O.o!
3. Because Shiva swallowed poison from the sea to save the ocean creatures.
I seriously have no idea if they are correct or not. I think number 3 is good but why other gods still have the blue skin? :O ???????????
Is any of this correct? What do you know about their blue skin color? thank you