World-of-warcraft – What do the blue colored areas mean on the map in Cataclysm

For the most part, Northrend and Outland are unchanged. What changes do exist, primarily are there to push players back to the old world at level 80 - i.e. the portals to the various faction capitals have been removed from Dalaran (except for Stormwind/Orgrimmar), replaced by a full slate of class trainers and an Auctioneer.

In general, WoW tends to play somewhat fast and loose with it's timeline and always has - the only real rule of thumb is that, for the most part, higher level content is chronologically later - but the Cataclysm breaks this rule somewhat as the 1-60 world now takes place some 5 years after the events of Wrath of the Lich King. Essentially, once you hit level 60, you go back in time for a little while to check out The Story So Far before rejoining the rest of the world at 80.

The most dramatic 'lore' change to Northrend is that the loading screen no longer depicts Arthas, but rather his replacement.

I'll address each of your questions one-by-one, as there seems to be some confusion:

What is preventing players from receiving new quests in the new 80-85 Cataclysm zones?

There are several reasons why you may not find any quests in a zone where you know you should have quests:

• Quest-givers that have quests that significantly below your current level will no longer show up on the minimap and will not have exclamation marks above their heads unless you check low-level quests in the minimap tracker.
• Certain quest hubs will only unlock when you complete a so-called breadcrumb quest: this is especially true in Cataclysm. You might be overlooking one quest somewhere relatively off-the-beaten path that's preventing a whole slew of quests from opening up.
• You're in the middle of a phased quest chain. See what happens if you complete the quests you already have, or abandon quests.

Is it a bug that has not been smashed or confirmed by Blizzard yet?

There is no bug confirmed by Blizzard about not receiving quests. The fact that thousands of people have been able to quest without issue is a good sign it's something you're missing with your specific situation, like the scenarios outlined above.

Are there level caps for each of the new zones released with Cataclysm?

There isn't a level cap that prevents you from picking up quests: you can pick up level 1 quests even at level 85.

Will I be able to come back though and pick of these missing quest for each zone after hitting level 85?

Yes. In fact, I just did that with two of my characters.

Are there others who had similar issue but it was resolve after hitting 85?

In the comments on this answer, you mentioned that you have found others with the same problem as yours, so presumably that's the answer. As mentioned above, it's not particularly widespread and there may be something you and others in the same boat have overlooked (it happens to the best of us).

Is it [the Warchief's] fault?

Probably not.