A scissor is a single blade, but the word is archaic. Thus pair of scissors literally means two scissors, hinged together, and each controlled by a different finger.
Now the tricky point: at least in informal American speech, you will hear people say "Hand me the scissor" when strictly speaking they mean "Hand me the (pair of) scissors." As I said, the single scissor sounds archaic, so the singular has come to mean the plural. And vice-versa, for some speakers, "scissors" has become, well, an irregular singular noun.
To answer exactly the question you asked, namely
--- Which one sounds more natural?
I think it would vary with dialect. That said, a grammarian would only accept "(The) scissors are blue" or "The scissor is blue."