What does it mean if the blue wireless light is blinking?

If the blue light is blinking, the printer is not connected to a network. You should use the Wireless Setup Wizard to make a wireless connection. On the printer control panel, press the Wireless button, then Selection to access Settings, and select Wireless Setup Wizard to follow the onscreen instructions.

From the official HP Officejet 200 Mobile Printer manual, page 1

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