Board Thread:General Discussion/@comment-90.6.9.101-20140305214909/@comment-112155-20140305215514

Well, the question is a litte more complicated than that, as diving a into the Marvel comics universo there are many possibilites:
 * Kree
 * Centaurians (Yondu from Guardians of the Galaxy
 * Frost Giants
 * Gramosians
 * Interdites
 * Levians
 * Sarks

And that looking only for aliens, don't forget that, although mutants don't exist in the MCU, Mystique and Nightcrawler are also blue, so if they want, its origin can be far more nearer than we expect...