In most of the Spanish-speaking world, the letter 'z' (and 'c' before 'e' and 'i') is pronounced the same as the letter 's', like an English [s]. (This dialectical property is called seseo, a play on ceceo, which means "lisp".)
In the northern part of Spain, so-called distinción is made. The letter 's' is pronounced as [s] anywhere, but the letter 'z' as well as 'c' in front of 'e' and 'i' are pronounced as [θ], an English 'th' like in "thunder".
So, most of the world says "ah-SOOL" while most of Spain says "ah-THOOL".
A blue jacket....? just a blue jacket? thats all you have to say
WHAT IS SO SPECIAL ABOUT THAT BLUE JACKET!?!
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No because adjectives go after the noun remember? So it would be "Una chaqueta azul" for "a blue jacket".
Azul is an adjective, and you don't need a preposition to combine an adjective with a noun.
Adjectives appear usually behind the noun they refer to, unless those adjectives have a very subjective meaning - like in "un nuevo coche", where the car is not brand-new, but it's new for you. You got it recently.
Colours are generally not subjective, so in most cases you won't find them in front of the noun.