Copper is in oxidation state in Copper (II) nitrate and it absorbs a certain colour when light passes through it, which happens most often when it is in a solution.
In other words, all other colours just flow through the Copper (II) Nitrate as light travels through it.
Meanwhile, all hydrated forms of Copper (II) nitrate are blue in colour and are hygroscopic crystalline solids.
Copper Nitrate is created when silver nitrate solution is applied to Copper (it displaces Silver due to its position in the reactivity series).
In water, Copper Nitrate has a blue colour (thus the solution turns blue from colourless).