Bleu is over 10,000 years old, and is the last known member of her race. Bleu helped some heroes defeat Myria, the Goddess of Destruction, at least twice. Bleu is the game's hidden character. To get her, you must visit her home in the desert south-east of the Thieve's Tomb, and then you must talk to a certain student at Home Town's magic school. As a final note, Bleu is also in BoF1 and BoF3, though she's going by the name of Deece in the latter.
Fighting/Defense -- She ain't any good at this at first, but Bleu's stats go up around 20 points with every level she gains. Bring her up high enough, and she can slug it out with the best of them. Since her speed goes up at the same rate as everything else, she'll get very fast. Her Guts rating won't increase much, but Ryu's the only character for whom Guts makes an actual difference, anyway. Her weapon is the ring, and she's restricted to the lighter armor.
Special -- Shed. Bleu receives the combines affects of Cure4, Heal, and Defense-Down. She can do this unlimited times during a battle.
Magic -- Bleu's got every good attack spell, with the exception of Angel. She joins you at level 35 with Death, Freeze, Attack-Up, and other goodies. She'll gain the rest of her spells with the next 5 levels. Bleu has high AP. Nina has a little more, though.
Shamans -- None.
At level 40 -- She'll have learned BoltX, Missile, Hail, and Fireball. Overall, she's better than Nina, though Nina's Angel Queen form is a force to be reckoned with. Once Bleu's level is high enough, she can function as both fighter and spell-caster -- her abilities will be good enough. Bleu can become a mighty character. A party containing Bleu and a properly enhanced shamanized Jean would come close to unstoppable.