Wayne F. Maxwell 
The Little Blue Lamb [EPUB ebook] 

Heather is a lamb who happens to be blue. She wanders the desert wondering why she is blue. She encounters Mary, Joseph and a donkey on their way to Bethlehem. Joseph gives her a bowl of water to drink, and Mary rocks her. She falls asleep and dreams of an angel who tells her to follow the star to where it leads. Suddenly, she is surrounded by other animals. They follow the star to a humble stable. Inside, Heather finds the Baby Jesus in a manger. When he touches her, she realizes that blue is a fine color for a lamb.