this may be embarrasing but lets say im to scared to go there
lol. It's nothing scary. Just an underwater city in glitch land. (since you have to find a way through the ground to fall into some water then out of it like you're falling endlessly until you fall into a ocean, and then fall onto dry land again. Or atleast that's how it goes on one map.
The only remotely scary thing about blue hell is that blue demon you see as the water texture right before you fall in.
