We usually "recycle" the change filter alarm 2 or 3 times, before changing. We have a whole house filter and a water softener..
As for the blue plug, when you bought your house it should have been with the refrigerator, if you never got one or lost it, you can ask here if someone has one they are not using. The blue plug goes in place of the water filter.
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Pennsylvania, for 60+ years, most recently, Allentown, now TV. 
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