I recall receiving three kinds of blue messages when voting:

• Messages indicating the number of votes remaining for that day (or in that proposal at Area 51). The message indicates the number of votes remaining for the day.
• Messages about voting only answers (and probably a similar thing exists for questions). Once or twice I have given a series of votes to answers without voting their questions, and the system has reminded me that I should vote answers, too.
• Sometimes downvoting triggers a message suggesting to leave a comment to explain the vote.

If you have a lengthy discussion in the comments, you also get a notice, but I don't remember if it is blue as well.

I wonder if a list of these blue messages is found in some documentation or a meta.SE thread.

I recall receiving three kinds of blue messages when voting:

• Messages indicating the number of votes remaining for that day (or in that proposal at Area 51).
• Messages about voting only answers (but no similar thing exists for questions, see quid's comment). Once or twice I have given a series of votes to answers without voting their questions, and the system has reminded me that I should vote answers, too.
• Sometimes downvoting triggers a message suggesting to leave a comment to explain the vote.

If you have a lengthy discussion in the comments, you also get a notice, but I don't remember if it is blue as well.

I wonder if a list of these blue messages is found in some documentation or a meta.SE thread.