I don't mind people calling them "blue clickies" but:

The first time I saw the term 'blue clicky' I knew exactly what it meant.
...
Surely one of the most important functions of a word is to convey a meaning, and if it fails to do this to someone otherwise fluent in the language.

I'm a blue clicky, click me

I'm a hyperlink, click me

The "sense" (link makes more sense to me anyway, clicky doesn't give me a clue what it might be for) of one seems lost to me... and no, not all users have thier own links set to be blue by default.