The Theatine Nuns of the Immaculate Conception of the Blessed Virgin Mary were originally founded by Venerable Ursula
Benincasa in Italy in 1610.
After a life of active ministry on behalf of the church, Venerable Ursula felt inspired to retire to the eremetical life.
She received a vision of Our Lady, who held the Christ Child. Here is an excerpt from The Rose Scapular of the event:
It was on the Feast of Candlemas, a few centuries ago, that Our
Blessed Lady appeared to a pius maiden named Ursula Benincasa.
Our Lady was clad in a robe of dazzling whiteness, over which she
wore a mantel of heavenly blue. A troop of beautiful virgins, clad
in the same attire, surrounded their Virgin Queen, who bore her
Divine Infant in her arms. The Holy Mother of God smiled graciously
upon the pius maiden, who was at the time bitterly bewailing her
sins, and consoled her.
"My daughter," said she, "dry up thy tears, thy sorrow shall now
be changed into pure and heavenly joy. Hearken to the words of
my Divine Son, whom thou has chosen for thy Spouse." The
Infant Jesus now commanded Ursula to found a new order bearing
the name of Theatine Nuns in honor of the Immaculate Conception.
This order was to be composed of thirty virgins, who were to wear
a habit similar to that in which the Blessed Virgin Mary appeared.
The Divine Infant promised special graces to all those who would
join this order.
The pius maiden was rejoiced beyond measure at these happy
tidings. In her great charity, she wished that these gracious promises
might be extended to all the faithful. She, therefore, besought
fervently the Mother of Mercy to extend them to all those who
would wear a Blue Scapular, honor the Immaculate Conception,
and fulfill the duties of their state in life. Her prayer was granted,
and she immediately beheld a great multitude of angels busily
engaged in distributing the Blue Scapular among the faithful.