What did I get myself into?

[DireStraitsFan]

I've done this song a few times and everyone has fun with it, how well you sing doesn't matter. For the blue I wrapped a blue ribbon around my leg, just above the edge of the kilt. As I finished the song I pulled up the edge of the kilt an inch or so to reveal the ribbon. It was a great hit

I feel stupid asking this question, but I'll ask anyway. What is the significance of blue ribbon or flashes concerning this song? Besides the blue in the Saltire?