In the context, Luigi, I believe "you" is not a particular person, but the mindset of a person when they're a new prisoner at Angola -- new inmates come to Angola with lots of vigor (skipping and jumping) but quickly run out of that energy.

"Dangerous blue" is the idea of becoming dangerous because of the blues.
In other words, you get the blues (depression, bad mental state) and become dangerous -- either to yourself (suicide) or others (with a shank).