Hi mates!
In this song I came across the phrase "to be blue". In German this expression ("blau sein") means "to be drunk", but I don't know if it is also correct for the English version? Any help is appreciated. Thanks in advance.
hm...it's a common expression ' to be sad', and there is second meaning ' to be cold/freezed' (very rarely)
I remember how Norwegian friends made fun about the song "Blue suede shoes", pretending it meant "Triste svenske sko" (Sad Swedish shoes)... 
The more common form of the term is "feeling blue", which means one is feeling sad. But "being blue" most likely means the same thing.
In English as I know it, feeling blue = being sad/unhappy, and being blue = being/feeling very cold. But some idioms vary in meaning from place to place.
In a sentence like "I want your tender charm 'cause I'm lonely and I'm blue" I very much doubt the lady is "freezed". 
For the origin of the term: https://en.m.wikipedia.org/wiki/Blues
In the context of this song, it definitely means sad.
I did a quick search of the origin of how "blue" came to be associated with sadness, but no one knows for sure. There is misinformation and disagreement.
It may go back to the 1800s, according to one source.
Fontella Bass was born in Missouri, US, where, as far as I am aware, blue never means cold. She sang R&B, which stands for Rhythm and Blues. She sang "the blues" (among other things).
https://en.wikipedia.org/wiki/List_of_blues_genres.
In the US, where I was born and raised, it does not make a difference which verb is used to describe blue. Feeling blue and being blue convey the exact same meaning.
This used to be a favorite song, Mr. Blue.
https://lyricstranslate.com/en/fleetwoods-mr-blue-lyrics.html
I'll ask a Mod to add this video: https://m.youtube.com/watch?v=_9ceb6uzG3I
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