The blue jelly, j, is a monster in NetHack. It is sessile and cannot attack directly, but their passive attack, which causes you to be "suddenly very cold", can be deadly to inexperienced players. Blue jellies are blind.
If you attack a blue jelly without killing it, and you do not have cold resistance, it will gain HP equal to half the damage it inflicts on you. Attacking it, even if you miss, may cause the blue jelly to divide in two. (“The blue jelly multiplies from your heat!”).
Avoid attacking a blue jelly in melee unless you have cold resistance, as blue jellies are much tougher than might be expected. At their base level, they do (4+1)d6 damage, which gives a range of 5–30, and they can be generated at much higher levels. Ranged attacks are preferable, but make sure you have enough ranged weapons to finish the job—you won't be able to retrieve that lovely stack of daggers until the jelly is dead.
As of 3.6.1, an aklys is a solid option that likely should be used first before any other projectiles - at worst, the akyls will fail to return, but you will most likely do enough damage that you can kill the jelly with your remaining ranged options, potentially preserving valuable darts, wand charges or other items.
If you lack cold resistance and have sufficient HP, you may also be able to farm blue jellies for food or its two intrinsics. Bear in mind that you're likely to spend more nutrition splitting a jelly than you will get from the corpse; a tinning kit might be useful for this purpose.