Blue seems to be the obvious answer, but experiments conducted over a century ago found there was no pigment at all in a blue jay's feathers. Well recent studies indicate that the blue jay is blue for the same reason the sky is. White light is made up of a spectrum of colours, including red, orange, yellow, green, blue, indigo, and violet. When the white light from the sun shines through the earth's atmosphere, it collides with gas molecules. These molecules scatter the light.
Blue light is scattered best.
Because this scattered blue light is everywhere, it comes into our eyes making the sky look blue. The blue of the jay's feathers is the product of a similar effect. The light is scattered by honeycomb-like air pockets in the barbs of the blue jay's feathers. When the white light hits the feathers, only the blue component of light is reflected back to our eyes. All the other colours are absorbed by the inner layers of down feathers and skin.