Blues can be cold or warm, darker or lighter, with more or less "black" or gray in them, so check how they look in your space with your lighting issues. Keep in mind that the color on the paint chip will be darker on the walls. Blue is uptrending, so smart thinking on your choice. One way to keep things under control is the old 60-30-10 rule. 60% main color, 30% secondary color and 10% a pop of color. So, if the walls go blue, nothing else will be all blue. If the walls are neutral, more items in the room can be blue. Just don't go 100% blue and you should be fine.

Go with more of a gray blue to soften it, and since you're concerned about being lost in a sea of blue, you might go a shade lighter than what you think you want so it doesn't overwhelm you.

Be sure and get samples before you commit to a color to make sure you like it.

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You said "bold blue", so that's what I think you should do! On the walls ONLY. The blue rooms I think look the best have a bold blue on the walls, and then very few other blue touches. Use neutrals for your furniture, and complimentary colors for pillows and other accents. With a blue statement on the walls, you don't need more!

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Sherwin Williams Proclassic semigloss uncertain grey...working with light colored blues, you can also incorporate different grey tones...and some blacks for outlining the lighter colors...midnight...onyx...slate black...there is also a slate grey. Just a suggestion if you are looking for colors to coordinate...remember white is a great way to frame in the blues as well.