All characters next to river that's blue (5)
I believe the answer is:
azure
'that's blue' is the definition.
(azure is a kind of blue)
'all characters next to river' is the wordplay.
'all characters' becomes 'az' (I am not sure about this - if you are sure you should believe this answer much more).
'next to' says to put letters next to each other.
'river' becomes 'ure' (river in Yorkshire).
'az'+'ure'='AZURE'
Can you help me to learn more?
(Other definitions for azure that I've seen before include "Shade of blue" , "Deep blue colour" , "Heraldic blue" , "Bright blue" , "Description of sky, perhaps" .)