Meaning and best case usage of 'Out of the blue'

what is the meaning of Out of the blue? I just heard a conversation like below;

Jesus. Out of the blue, man. What brought that up?

what are the other possible cases that this phrase might be used?

It means "coming on you without warning" as if falling from the sky directly onto your head. "The blue" in this case is the blue of the sky.

EDIT

out of the blue happening suddenly and unexpectedly Then one day, completely out of the blue, I had a letter from her. : The attack came out of a clear blue sky.

This is probably derived from the old idiom "a bolt from the blue":

bolt from the blue Fig. a sudden surprise. (Alludes to a stroke of lightning from a cloudless sky.) Joe's return to Springfield was a bolt from the blue. | The news that Mr. and Mrs. King were getting a divorce struck all their friends as a bolt from the blue.

I have heard this did not originally refer to lightning, but to crossbow bolts in medieval times raining down after having been shot vertically. I'm not close to my reference materials at the moment, however, so I will look later.