Leo probably has a collectable teddy that he got as a gift when he was little.
I'd like to think it's a blue monkey with a rattle. (Cause that's my first teddy and I got it from my Grandpa)
Him and that teddy are inseparable and Leo cried his eyes out when Splinter had to take it away for a day, so that it could get fixed at the teddy hospital when it got caught on Raph's shell.
Raph apologised profusely even though it wasn't anybody's fault and Raph ended up being latched onto by Leo until his teddy came back all fixed up with just a scar on it's back from where it got stitched up.
That teddy ended up having a lot of names since Leo could not for the life of him remember it's names.
There was one name that stuck though, Blue, it's basic but he'd always be reminded of it because for one; that's it's colour and for two; Splinter always calls Leo "Blue", how could he possibly forget that name?
Yeah, uh, plot twist. He did forget it's name but he then renamed it to the exact same name again and again, the name stuck but he's really not good at remembering it.

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ROTTMNT Headcanons/Oneshots
Short StoryI think I based some of these off of me Specifically the haphephobia parts Started: February 5th 2022 (started posting on the 13th) Ended: ---- Will eventually add art to the chapters, just got to find the skill to do poses and digital art Feel...