Hi Paul,
From what I can gather, when the suggested theme is blue, it means it's a clickable hyperlink. For me, if it's blue, I can click on it and go through to a dedicated chess.com lesson page (usually a video lesson) that covers that specific theme. Some are blue, indicating there's a dedicated lesson for it, some are white, which I assume means no specific lessons have been created for that theme (at least on chess.com).
It might be that you need a premium account to go on to actually have the ability to play the video/do the lessons associated with the relevant theme. I am not too sure re that part.
Puzzles: Suggest a theme?

After completing a puzzle you can suggest a theme for the puzzle. I've started doing this because I've seen a LOT of puzzles that don't seem to be assigned the correct theme.
When I suggest a theme though I've noticed sometimes that theme I've selected is highlighted in blue, and other times not. Why is this and what does the blue highlight mean?