Pheragots are a blue skinned race.
Pheragots are one of the many races encountered by the Asgardians in the Nine Realms and the worlds beyond Yggdrasil.
After encountering the corpse marked as G.H. inside the facility known as The Guest House, Phil Coulson asked Lady Sif which of the many alien species she had previously encountered was blue.
Pheragots were one of the races she mentioned, but she added that the Pheragots have never been on Earth.