Pete Davidson I'm Not Blue Anymore ... Except for My Hair!!!

Pete Davidson's got bright days ahead.

The 'SNL' star headed into the weekend with an updated shade of blue -- sky blue we're thinkin'. A colorist named Aura at Sally Hershberger Salon took due credit, saying, "Had the pleasure of doing this funny guy's hair."

Ariana's ex donned a similar shade during a promo for this weekend's 'SNL' ... asking musical guest Maggie Rogers if she wanted to get married. That backfired quickly.

Breaking up with Ariana Grande ... turns you blue ... but in a good way.

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