[Lampion]

Ok, I'll start from this point: the profhecy of a blue skinned savior is an ancient one, probably it was first revealed when the mudokons turned into slaves of the Glukkons. We have already noticed that Oddworld, and speacially Mudokons'world is very magical and spiritual. There are bird portals, dead spirits who talk to alive people, mystic powers, the list goes on.

It is reasonable to believe that there is a spiritual world that leads all the happenings of Oddworld. thinking this way, it is perfectly reasonable to beleive that Abe was prepared to be the savior of the mudokon race, even before he was hatched from his egg. And as the spiritual world has the power to interfere into the "real" world, Abe's skin was defined as blue, to match the prophecy.

Fate, it is. One he could never scape from.