Green’s Dictionary of Slang

1. a Monday taken off work and dedicated to self-indulgence [blue adj.² (1); note Saunder’s News-Letter 13/09/1810 for further discussion of seeming German origins].

[1810		Saunder’s News-Letter 13 Sept.3/3: Blue Monday — It was formerly (and in many countries it is still) the custom in Germany for the journeymen, &c. employed in the lower kinds of trade, to consider every Monday day set apart for idleness, and no inducement can prevail upon them to apply themselves to work].
1831		Hull Packet 8 Nov. 4/3: In a large establishment, where [...] the employer had suffered much from the effects of ‘Blue Monday,’ he re-solved to alter his pay day, and has for some time paid on Monday. [...] the wives of many of his men have thanked him, with tears in their eyes, for the change.
1845		Morn. Herald (London) 25 Jan. 4/6: St Crispin’s holiday, or, as it is called in German, blue Monday.
1848		Cicvil & Military Gaz. (Lahore) 2 May 8/1: Saint or Blue Monday being more perseveringly kept than any other holiday in the London working-man’s calenmdar.
1850		Tipperary Free Press 30 Oct. 4/5: [R]eaders [...] will excuse the appearance of the paper this morning, tie editor has gone up the river with the city fathers [...] the foreman kept ‘blue Monday’ yesterday — and the roller-boy attended the bullfight last night.
1853		Wilts. and Gloucs. Standard 12 Nov. 9/3: [T]hey had raised thor men's wages, and the result had proved that instead of their condition being improved, they had ‘Blue Tuesday’ and ‘Blue Wednesday,’ in addition to ‘Blue Monday,’ and then went staggering to work on the Thursday or Friday.
1856		Dover Teleg. 19 Jan. 3/5: ‘You should be in Russia just how: then you would stand a chance of being drawn for a soldier, and that would be indeed ‘Blue Monday’ when you was hurried off to the army’.
1862		Yankee Volunteer’s Songster 51: Uncle Sam, the son of Johnny Bull, the boss, / On Blue-Monday took a spree, sirs [DA].
1885		Harper’s Mag. 873/1: The workman getting sober after his usual blue Monday [F&H].
1885		Dly Teleg. (Monroe, LA) 30 Dec. 4/2: Blue Monday. It used to be a custom in many countries for the journeyman and laborer to consider every Monday a day set apart for idleness.
1896		Eagle (Silver City, NM) 22 jan. 7/1: He overlooked the fact that the meeting of the bureau was called on the 13th of the month and on blue Monday at that.
1915		Day Book (Chicago) 25 Sept. 24/2: No wonder the saloon and the church go hand in hand. No wonder we have blue Monday and everybody drunk on Monday after listening to sermons on hell [...] on Sunday.

2. a start-of-the-week feeling of depression that follows a weekend of pleasurable excess [blue adj.¹ (1)].

1904		Camden Chron. (TN) 4 Mar. 6/4: More women commit suicide on Monday than on any other day [...] ‘Blue Monday’, as it has long been called, is one of the most trying days [...] because it is a ‘wash day’.
1919		Eve. Public Ledger (Philadelphia, PA) 16 June 16/5: Oh, dear! Another monday — Blue Monday!
c.1950		Eddie Mack ‘Seven Day Blues’ 🎵 Why do they call it blue Monday when every day is just as blue?
1965		J. Thompson Texas by the Tail (1994) 125: Blue Monday – a hard morning after a hard weekend. It figured.