Soooooooooooooooooooooooo.
There's pigmentation which will absorb non-blue (for example) and then you can have something like the blue-jay which has feathers that will scatter light and resulting in the bird appearing blue.
It's like how the sky appears blue at mid-day because of the scattering of sunlight by the constituent particles. The sky is colorless otherwise.
Maybe more simply: it's a matter of light scattering (feathers), or light absorption (blue feathers).