Why is a Blue Moon Not Blue?

Did you ever see a Blue Moon?

This Saturday was the last Blue Moon of this year.

But the photograph you see above is not exactly of a blue moon. It's what I took in my city today as the sky was cloudy the day before.

In fact, it appears to me that weather wasn't good to capture this Blue Moon anywhere.

Space.com had plans to live stream the rising of blue moon over Rome here. Virtual Telescope Project's WebTV had scheduled a live stream here. But unfortunately what we got to see was this:

Anyway, there will always be another chance to watch Blue Moon ...once in a blue moon!

But I wonder why do we call a Blue Moon blue when it's not blue in colour?

BTW, did you know that April full moon is also called a Pink Moon?

Why so much confusion about the colours of the moon!

If you have any explanation or story about these names, do share it with me.

Thank you!