I can't think of any good monkey movies, I know there WAS a monkey in the Lion King. But he wasn't the main character.
There was a movie called 'Monkey Business' but I think that starred Marilyn Monroe.
Gorillas in the Mist and King Kong are about apes, not monkeys. Monkeys have tails. The Avatar people do not have tails, so, am not sure why anybody would confuse them with monkeys. I guess those people don't understand sci-fi.
My favourite blue characters was Violet Bureauguard in Willie Wonka and the Chocolate Factory.
Still the one of the best children's movies ever made IMHO.