Source: thebluegodofjudaism.blogspot.com
USA, JUly 30, 2010 (By Rabbi Robert dos Santos Teixeira, LCSW): Striking similarities exist between YHWH, the God of Judaism (whom Christians often refer to as Yahweh), and Shiva. Both, for instance, appear as a “pillar of fire;” both are associated with a bull, YHWH with a golden calf and Shiva with Nandi; and both have a blue complexion. Biblical, talmudic, midrashic, and mystical texts reveal that the ancient anthropomorphic form of YHWH is indeed blue!
Not surprisingly, the Hebrew terms tarshish, sapir, and tekhelet that convey the blueness of YHWH’s body, accoutrements, and abode come from Sanskrit, which invites even further exploration and comparison.
You can read more at the source, linked above.