You want to exercise that part of yourself that yearns to be more refined and responsible. This all depends on how elaborate the dress is. If the dress is a particularly bare one, you have a small desire to be a bit more refined and dignified but it is not at the top of your list of priorities. If you have a dream where you are wearing a dress decked out with all of the bells and whistles then this suggests that you have a strong desire to let out your fancier side.
To dream of a blue dress in that same context, because of the association that blue has with purification, sadness, and happiness, suggests that you will get some sort of positive emotional rush out of it. Though you desire to become a more dignified woman, you also feel as if it is paramount to your own personal constitution and personal happiness. You do not just want to impress those around you, it is something that will make you feel more whole.
Remember that a dress is also a quintessential expression of human femininity. If you dream of a dress then this suggests that you want to get more in touch with those intrinsically feminine elements of yourself. The blueness of the dress in your dream suggests that you have an urgent emotional need to accomplish this. It is of the utmost importance to you that you accomplish this soon or else you risk feeling unfulfilled.
To be a man dreaming of wearing a blue dress suggests that you want to get more in touch with your feminine side. You feel as if you have lost the womanly side of yourself along the way. Men are not needed to be strong and unemotional at all occasions. In fact every person has a masculine and feminine side no matter what their gender. In order to feel more complete as a person, you need to express both those sides of yourself. The fact that the dress is blue expresses emotional urgency as well but it also tells you that you want to keep the masculine elements of yourself at the forefront. Remember that the room is decorated blue traditionally for babies, and all of their clothing is blue as well. Blue is a color that is culturally associated with masculinity. This shows that no matter how feminine you act or how much you want to express that side of yourself, you will always be intrinsically male at the forefront of your personality. This is a delicate dream interpretation that relies on a close understanding of the cultural framework which defines the interpersonal relationship between males, females, and themselves.