If the wire is literally attached to the antenna cable, I would say that the odds are extremely high that it's the antenna amplifier or (if your car has one) is the power to raise and lower your antenna. In either case, the blue wire is the correct wire to attach there.

Does your car happen to have a "Fuba"-style antenna? My '88 VW GTI had one of these. It's a short stubby black antenna with a cone-shaped base, slanted back at an angle to look like it's "windswept". These were sometimes referred to as "bee-sting" antennas. If you've got one of those, I would give you nearly 100 percent odds that the extra wire is the power antenna wire. Those bee-stings have their antenna amplifiers in that cone-shaped base, and my GTI had the single "twin" cable running to it, just like you described.

However, I do not know with absolute certainty that the wire is the antenna amp wire, and I will grant you that applying 12v to an unidentified wire could be dangerous.

You take a chance either way. I leave it to you. -Morpheus