Here's a secret: scientists can find some dinosaur colors in fossils, but blue is the hardest color to find. That's because animals make blue in a different way from other colors.
Black, gray, brown and ginger come from tiny color packets called melanosomes. Their shapes can survive for millions of years, so scientists can look at them under a super-powerful microscope and work out a feather's color.
Blue is a trick of the light. Blue birds don't have blue color inside their feathers. Instead, their feathers have tiny shapes that bounce back only blue light. Those shapes are so small and fragile that they are very hard to spot in a fossil. So some dinosaurs may well have been blue, and we just can't see it yet.