SomeoneSomewhere:
Three wire fans are usually pos/neg/tach - the tachometer wire allows the fan to tell the system how fast the fan is spinning so you can monitor for fan failure, but doesn't usually let the system control the fan.
You would need a four wire fan which adds a PWM signal.
It lets the system power the fan up when the CPU hits a certain configurable temperature set in raspi-config. Third blue wire is connected to GPIO 14.