Cocktail: fancy drinking the blue one shortly (6,3)

'cocktail' is the definition.
(cocktail of whisky and ginger wine)

'fancy drinking the blue one shortly' is the wordplay.
I cannot quite see how this works, but
'blue' could be 'sky' (sky blue is a shade of blue) and 'sky' is located in the answer.
'fancy' could be 'whim' (both can mean a notion or desire) and 'whim' is located in the remaining letters.
'one' could be 'a' (a thing is one thing) and 'a' is present in the answer.
A single letter 'c' remains which might be clued in a way I don't understand.
This may be the basis of the clue (or it may be nonsense).

Can you help me to learn more?