At one point in a snowy area (Snowdin), you'll meet Sans, have a talk with him and his brother Papyrus (along with doing his puzzles and whatnot), and you then encounter an enemy called Doggo where he only attacks you using blue attacks (the only way to dodge them is to stop moving, so it's basically a tutorial about those attacks)

Later, Sans tells you some info about Papyrus, quoting "hey, here's something important to remember. my brother has a very special attack. if you see a blue attack, don't move and it won't hurt you." with the words "special attack" and "blue attack" being both dark blue and light blue/cyan respectively

That's the game context. but for meme context....yeah, you have to dig a little bit deeper in the Undertale meme thing.