Oreo is a brand of cookie consisting of two chocolate biscuits with a sweet cream filling in between, and are marketed as "Chocolate Sandwich Cookies" on the package. The Oreo was first developed and produced by the National Biscuit Company (also known as Nabisco) in 1912.
Oreos are Blue's favorite kind of cookie. His favorite flavor is the Halloween Oreo, which has an orange cream filling instead of white. Simon learns this information about Blue during their email conversations.