On the same island as the Thieves Tomb go there. From the Thieves Tomb, go east until you reach the other side of the mountain line. You should see a little whirlwind shape in the sand. Enter here and talk to all the spirits, even the ones in the back rooms. After that, go to Magic school in Hometown and on the second floor talk to the girl on the left in the left classroom. She will turn into Bleu.