What the Hell! Who Am I?!

In the middle of the night, a gorgeous blue-haired woman pushed open my bedroom window. Her clothes were disheveled, and she looked ravenous. I only said hello, but she got so excited that she started crying, then bled nonstop until she passed out...

When she woke up, she opened her eyes and called me "Dad"...

So, here's the question!

What color was her underwear... Ahem, ahem!!

The real question should be, "What the hell?! Who are you (me)?!"