The Blue jay is a much maligned bird. Considered villains to many birders for their occasional habit of eating the eggs and nestlings of other birds and for sometimes being the bullies of the bird feeders, I find the blue jay to be a handsome and intelligent bird.
The jays around our house like to store food, and often come and scoop up seed after nut after seed, storing them in their throat, then fly off to cough them up in a hole in some nearby tree. I don't mind, though, as these caches are often raided by other birds and squirrels, so it's not like the jays are hoarding all the food.
Blue jays can be very territorial. I once had a female, defending her nest when I approached too close, dive bomb me until I move away. I could feel the wind from her wings in my hair as she shot past overhead.
If you're in the woods and you hear a chorus of screaming jays, pay attention--jays are the alarm system of the forest, and will screech like a siren when an intruder is present. Deer, fox, human, none are safe from the Blue jay's wails. They will also mob hawks and owls, and their cries alert other birds to danger.
I will let Wikipedia explain their coloring: "As with other blue-hued birds, the Blue Jay's coloration is not derived from pigments but is the result of light interference due to the internal structure of the feathers; if a blue feather is crushed, the blue disappears as the structure is destroyed. This is referred to as structural coloration."
I couldn't resist this shot of a fuzzy jay butt.
And finally, a little abstract art, Blue Jay with Snowflake.