The Blue Note was a little bar, in the Rapture Hotel and Casino, in the city of Semele on Bacchus Moon. It is the site of the Interstellar Marshals Convention. It is a wealthy, ritzy bar, with freeform art on the walls and smooth jazz playing.
Jim Raynor and Tychus Findlay met Jennifer and Gustav there before the heist on Covington Bank. However, they were forced to escape when they were noticed by Wilkes Butler, who was there for the marshal's convention.