The blue body color in the lady gouldian is an autosomal recessive trait.
Autosomal - "Of or relating to any chromosome other than the sex chromosomes," a characteristic inherited on any gene pair other than the sex chromosomes.
Recessive - A genetic character or factor that will only be phenotypically expressed when present on both loci of a homologous pair (homozygous or double factor). E.g.: a is recessive to A because the phenotype for Aa is like AA and not like aa. -- this basically means the gene remains "hidden" unless the bird is carrying 2 copies of it.
This means that if both of your gouldians are green bodied, and if the person you bought them from was not misleading you, both your male and your female are carrying a single copy of the blue body gene. Because blue is recessive, they are not *showing* the blue coloration; they would need to have 2 copies of the blue gene in order to express the blue color. They only have 1 copy, so they cannot express the blue color, but they still have the potential to produce babies which might express the blue color, if that baby inherits 2 copies of the blue gene--one from mom and one from dad.
Statistically, 1 in 4 of your birds' chicks will be blue. The other 3 will be green, but two of those three will be like the parent birds--carrying a single copy of the blue gene, just not expressing it. The last of the 3 will have 0 copies of the blue gene and will not have the ability to produce blue young.
Unfortunately (and this is the tricky part), you cannot visually distinguish between carriers of the blue gene, and those birds which have 0 copies. So with your 3 green chicks, you won't know which 2 have a copy of the blue gene, and which 1 has no copies.
You have to breed birds which are blue (carrying 2 copies of the blue gene and physically appearing blue) or "split to blue" (like your birds, carrying 1 copy of the blue gene but not expressing it) in order to have a shot at producing blue babies. In other words, both mom and dad have to be able to contribute a blue gene to the baby in order to produce a blue baby (baby with 2 copies of the blue gene). A blue bird bred to a normal bird which is not carrying any blue copies will produce all birds like yours--appearing normal but secretly carrying a single copy of the blue gene.
A blue bird mated to a bird which is carrying a single copy of the blue gene (a "split to blue" bird, like your birds) will produce approximately 50% blue babies, and 50% split to blue babies.
A blue gouldian bred to another blue gouldian will produce 100% blue chicks, but this practice is generally avoided because it tends to produce weaker chicks.
The head and chest colors have no influence on the heritability of the blue gene. This is to say that you can produce a blue bird from parents with any head or chest color--just as long as both parents are carrying at least one copy of the blue gene.
Additionally, yellow gouldians can carry the blue gene. In fact, the way you produce a silver (white) gouldian is to create a baby which is both yellow and blue at the same time.
So in summary, to answer all of your questions:
1. The parents of blue babies can look like just about anything, since blue is a recessive ("hidden") gene.
2. Any pairing of birds where both the mom and the dad are carrying at least one copy of the blue gene can produce a blue baby. Birds which appear blue are carrying 2 copies of the gene, but they still have to be paired with a bird which is carrying at least 1 copy of the gene in order to produce blue babies. The blue baby needs to inherit one blue gene from the mom, and one from the dad in order to be blue.
3. Blues can come out of pairings of blue, pairings of green "split to blue," or (some) pairings of yellow or silver birds with any chest or head color. The only requirement for being capable of producing a blue is that both mom and dad have at least one copy of the blue gene. Blue birds are a little more pricey and less common than the green gouldians, but they are hardly difficult to find. I found one of my blues at a bird shop, and another at a bird fair. Bird expositions/fairs where finches are shown or sold is almost a guarantee that blue gouldians will be there; the only down side is that a lot of the birds are often sick or get sick from exposure at the fair.
In the end your best bet for purchasing blue gouldians is to order some from a reputable breeder(s). The good news is though that if the person who sold you your birds was honest about them, and that they are therefore both carriers of the blue gene, you could produce blue babies on your own.
Good luck and for more information (or maybe something which is easier to follow than this reply), see:
http://www.finchinfo.com/genetics/gouldian.htm#body
and
http://www.finchinfo.com/genetics/index.htm#terms