As you would probably guess, Blue Cheese was discovered by accident when cheeses were stored in cool and moist caves. This was perfect conditions for growing mould. Records date Roquefort as far back as 79AD meanwhile Gorganzola dates to 879AD, although Gorganzola didn't have any blue veins until the 11th century. Stilton only popped up in the 16th Century.
The mould on the cheese is a harmless one called Penicillium. The Penicillium spores are either injected or mixed in with the curds, depending on the stage of the cheese making process.
Nowadays, blue's are produced all around the world including the delicious Cashel Blue from Tipperary in Ireland. How far is it to Tipperary?