What's the difference between blue and red chess pieces?
It isn't obvious when you're using better weapons than your dagger (you usually do when you leave zone 2-3...), but red pieces have two hearts, while blue pieces have one.
The color scheme is not particularly obvious for queens, as they dress both colors, but here you go:
Zone King Queen Rook Knight Bishop Pawn Queened pawn
1 3 HP 1 HP 1 HP 1 HP 1 HP 1 HP 1 HP
2 3 HP 2 HP 1*HP 1*HP 1 HP 1 HP 1 HP
3 5 HP 1 HP 1 HP 1 HP 1 HP 2 HP 2 HP
* 2 HP if red