Ami Mizuno/Sailor Mercury from Sailor Moon primarily wears blue and is the most shy of the Inner Senshi, while Haruka Tenou/Sailor Uranus wears navy and gold. The very feminine Michiru/Sailor Neptune wears dark blue and teal.
In an inversion of Pink Girl, Blue Boy, Wendy Moira Angelina Darling is portrayed as wearing a long, blue nightgown with a blue hair ribbon, while her youngest brother Michael is portrayed as wearing pink footie pajamas.
Cinderella's dress is blue mainly in stuff outside the movie. The dress was meant to be silver (although the glass slippers were blue tinted), but coloring issues made appear blue. Her nightgown was definitely blue.
Blue is a common color to represent femininity. Thus a girl or woman wearing blue is a sign that she is fair and gentle (to certain limits).
This could have started at least as far back as ancient Greece and Rome, and even why the Virgin Mary is often depicted in a blue robe. The logic was that blue symbolizes peace, serenity, kindness, and other such aspects that were considered womanly virtues. And from the early to mid 20th century, some argued that blue should be the color for girls, and red should be the color for boys. And even though we ended up with Pink Girl, Blue Boy after World War II, putting a woman in blue is still considered a sign of her femininity, if not as obvious as colors like pink and purple.
This can apply to any feminine woman at any age, some more than others, like a Winter Royal Lady.
Now blue can have other meanings, such as sadness and loneliness. Those can overlap with this trope (as in representing both femininity and sadness).