On a rainy day, Blue wants to do something musical. In the episode "What Does Blue Want to Do on a Rainy Day?" from Blue's Clues, Steve and Blue discover that the raindrops sound like music. Blue decides she would like to do a musical activity, and the show plays Blue's Clues to figure out specifically what musical activity Blue wants to do that day.
In summary, Blue wants to engage in a musical activity on a rainy day.