On Being Blue is a book about everything blue—sex and sleaze and sadness, among other things—and about everything else. It brings us the world in a word as only William H. Gass, among contemporary American writers, can do.   Gass writes: Of the colors, blue and green have the greatest emotional range. Sad reds and melancholy yellows are difficult to turn up. Among the ancient elements, blue occurs everywhere: in ice and water, in the flame as purely as in the flower, overhead and inside caves, covering fruit and oozing out of clay. Although green enlivens the earth and mixes in the ocean, and we find it, copperish, in fire; green air, green skies, are rare. Gray and brown and widely distributed, but there are no joyful swatches of either, or any of exuberant black, sullen pink, or acquiescent orange. Blue is therefore most suitable as the color of interior life. Whether slick light sharp high bright thin quick sour new and cool or low deep sweet dark soft slow smooth heavy old and warm: blue moves easily among them all, and all profoundly qualify our states of feeling.