Why not get that color gray in your room on the walls instead then??? I love blue and gray together!!!

I like the idea of colourful picture frames on the wall. Some ideas pulled from your rug!

can you visualize this with it ?

Blue goes well with light gray. Some choices to match your furniture.

I like your rug and your sofa looks fine also. Since the sofa is more blue than you expected and the rug is colorful, unless you can return one or both of them, I would embrace this color combination and move forward into a world full of the beautiful colors that are in your rug. I would paint your walls Sherwin-Williams
Chivalry Copper, or another light orange that looks good with your rug and sofa. It's a lively, happy color. Pick up the other colors in the rug with throw pillows on your sofa.

If you bought the sofa, loveseat and chair, then consider moving the loveseat to a different room as the 3 pieces all in the same blue may be too much, and it's hard to work with a sofa and loveseat combination.
Carolyn Albert-Kincl, ASID

Thank you all so much for the advice! My original plan was to buy a light grey couch and paint my walls dark grey, with the pops of color in the picture frames and rug. The blue tint has thrown me off quite a bit, so I wasn't sure how the grey walls would still look. Here are a couple of frames that I have already bought and painted. These are the "before and after" photos.

HI -- Are you brave enough for a charcoal /dark grey ---- or a eggplant / dark purple !

Try the darker gray walls. You seem to have a fun project going with the picture frames.

My curtains are currently eggplant, but I was hoping to change them out eventually depending upon what color I painted the walls. Here is a pic of my current living room. Ignore the tables, they will be painted soon.

Sooooooo what color are you painting the table? I have to say THAT RUG totally makes your room!!! Is there a way for it to slide down just a bit so the chair can have both front feet on it??? Can't tell how much is under the love seat.

It's very pretty. You have excellent instincts, which you should follow, tho I would keep the draperies!

Concur with the gray color for the walls...try Marilyn's Dress by BM

Abbyjean, I am not sure about table colors. I was thinking of maybe staining them all an espresso color. I wanted to avoid the bright colors on the tables because my TV stand will be painted a bright color along with my desk. I didn't want a rainbow look going on, lol.
As for the chair, that's really the only place I can put it. If I put it on the rug, it would be right in front of my dining room set. My house doesn't have a designated dining room, so I have to share my living room with my dining set and that's the only place it can go.

I would keep the curtains, stain the tables espresso, do your fun picture frame idea and use a paint in the cream family, not grey......IMO it's too much with the blue sofas and it doesn't really go with your rug.

Maybe a pale mauve for the walls, from the floor rug!

Please listen to Dana Pope Designs re color of grey not going with the terrific rug.