All birds are to be considered messengers from higher consciousness and other dimensions.
The blue jay specifically is one of the more talkative birds, so its meaning connects with communication. Its blue color aligns it with the throat chakra, further emphasizing this communication sensibility to the medicine that it offers. When the blue jay visits you in dreams, it is time to take a powerful look at how you are communicating.
If a blue jay appears in your dream, it could be calling your attention to something or someone you are neglecting in waking life. Alternatively, it can also suggest the need for humility, as you may be arrogant and over-confident.... The Element Encyclopedia
If your dream featured others crossing against the signals, it’s your conscience reminding you that you could be humiliated by the discovery of some foolish action you are contemplating; better forget it! However, if you did the jaywalking, you can expect some difficulty of a legal nature.... The Complete Guide to Interpreting Your Dreams