Assuming we are referring to the common blue damsel, (Chrysiptera cyanea) I don't totally agree with the above opinion on how to identify males from females.
Most of what we see in the pet trade are either juvenile blue and or female blue damsels. You may see them solid blue (juv.) or may see them solid blue with a black spot at the rear of the dorsal fin (female). I agree that you can not tell males from females as Juvenile but as they mature, you can definitely determine males from females. As mentioned earlier, females get the black spot at the rear of their dorsal fin but males develop a bright orange tail and often develop similar color color in their face as they mature. Colored up males are offered as "orange tail damsel" but they are the same thing as the common blue damsel - just they are dominate males. It is possible to have a large solid blue damsel lacking the black spot, this is most likely a sub dominate male or another specie.
Joel