Blue's Big Pajama Party. Blue is having a big pajama party, late at night at the Blue's Clues house. We're invited, but what fun is pajama party if you do nothing but sleep? Blue certainly thinks this and so we have all sorts of fun. We help Shovel and Pail to identify animals that stay awake at night. In the Blue Skidoo segment we even pay a visit to outer space to try and answer the deep question of just why it is that we have night.