The Blue Thing!

Usually Olivia wakes up crying in the morning, but this morning she was just talking away when I came to get her out of her crib. This is what she told me, "The blue thing gets dark when you put on my blanket and I lay down."
I asked, "What blue thing?"
She repeated, "The blue thing gets dark when you put on my blanket and I lay down."
"I know, but what's the blue thing."
"The blue thing gets dark when you put on my blanket and I lay down."
"Do you mean the sky gets dark at night?"
"The blue thing gets dark when you put on my blanket and I lay down."
"Oh, okay."
Later I asked her," Olivia, I mean Fiona, tell about the blue thing again."
"The blue thing gets dark, and I lay down with my pillow pet, and my bunny, and my giraffe."
Anybody have any guesses on what the blue thing is?