Who is the wonderfully gloomy blue star in 'The Super Mario Bros. Movie'?

quot;The Super Mario Bros. Movie" features a hilarious blue star who steals the show. But who is this blue star, and what game are they from?

The Super Mario Bros. Movie Plush Figure Luigi 30 cm

The Super Mario Bros. Movie: Who Is Lumalee?

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Nintendo is making a 'Legend of Zelda' live-action film

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Shy Guy - Super Mario Wiki, the Mario encyclopedia

Mario - Super Mario Wiki, the Mario encyclopedia

The Real Reason Why Super Mario Bros' Lumalee Star Is So… Grim

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Ludwig von Koopa - Super Mario Wiki, the Mario encyclopedia