How should my sconce light be connected?
The Europeans and the rest of the world are harmonizing on a color standard as follows: 


Hot - Brown (and several other colors as needed, including gray)
Neutral - Light Blue
Ground - Yellow with green stripe, or the reverse, or green, or bare


According to trade deals with those nations, we must honor their color scheme for appliances from European providers.  Our own scheme is: 


Ground: same
Neutral: white or gray 
Hot: every other color, or one of those colors taped on a white or gray


The NEC allows light blue for neutral in certain cases, an obvious nod to our treaty obligations. 

However... Anything you install must be listed.   To be more precise, it must be a device approved by your AHJ (your local electrical inspector) and they simply rely on listings issued by UL, the main American testing lab.  

Due to our treaty obligations, we must also honor listings to equivalent standards done by their testing labs such as CSA, TUV, etc.  All these labs operate internationally so a German company might get UL listing for a fixture to be sold in the EU.  CE is not a listing agency.  RoHS is not a listing agency.  Chinese suppliers are notorious for faking listings.