I've been confronting the fact since childhood that mosquitoes are attracted to lights, especially blue lights. Now I know that all insects including mosquitoes are attracted to bright light but I never got it verified that if they are specially attracted to blue light or not. Is it true or just another urban myth?
It is not an urban myth. UV and blue lamps are good insect attractants. They have been used for many decades in insect traps, and these too work for mosquitoes. These lamps are routinely used in ecology at insect sampling sites. In some cases, such as with diurnal moths, yellow lamps can also be good attractants. The reason why UV is applicable is because insects are equipped with three photoreceptors, namely the UV-, blue-, and green-sensitive photoreceptors. Below you can see the spectral sensitivity curves of the genus Apis, which is typical for many insects.
As to why they are good attractants is probably variable across species, because it would depend on the neurological encoding of this information. For instance, some species may use this information to determine night and day, or may be superstimuli for nectar as used by plants to advertise themselves for pollination. Or it may simply be for some other reason.