The CologneBlue skin makes too many assumptions about what pages exist in the wiki, and there is no good way to remove those links like MediaWiki:Sidebar.
The top set of links "Main Page | About | Help | FAQ | Special pages | Log out" should be converted to something like MediaWiki:CologneBlueTopbar similar to MediaWiki:Sidebar. (And actually as default I would shrink it to "About | Log out").
The "Special pages" section in the left menu of Cologne Blue has a very bizarre link "Bug reports" that goes to Project:Bug_reports. How do you actually set that? mediawiki.org doesn't have any info about a configuration option like $wgBugReportsLink. This set of special pages is also a random set different to other skins. As with the other areas on the page, it would be nice to be able to edit which pages go here.