"Please Mister, I didn't know. Believe me.. God help me, I didn't know
AHHHHHHH
"It is because the human spirit knows, deep down, that all lives intersect. That death doesn't just take someone, it misses someone else, and in the small distance between being taken and being missed, lives are changed."
Eddie meets the Blue man in an abandoned Ruby Pier. The Blue man was one of the attractions of the freak show.
Eddie as a child was trying to get a ball from the street coincidentally in front of the blue man's car. This was what caused the blue man to spin out and crash. Leading to Blueman's death.
The Blue man gets Eddie to understand that sacrifices may affect even strangers which allowed Eddie to live his life to this point.