If you say "Krishna is often depicted as blue" in an art history class, and you've just finished a set of slides showing just that, you don't need to cite it.

Esmenet, this. What citations are is giving evidence for why you just said X. If you've gone through a whole bunch of pictures of Krishna being blue, that *is* the evidence, you don't need to back it up further. Footnotes are (simplistically) substituting in for the pictures with "it says so here, here, and here."

(Branchandroot, thank you for putting it more clearly than I could wrap my fingers around, and pull me up if you think I'm getting off-course.)