Does any of you know if it is possible to sign a message for non imported addresses there? Has anyone done it before on Blockchain.info?
Thanks for your help.
To reiterate what joniboini wrote; no, you will not be able to sign a message from a Blockchain.com generated wallet. If you create a private key using one of the key generators such as bitaddress.org you will be able to import that key into your Blockchain.com account and sign a message with that key. However, that is one of the least secure methods since web wallets are prime targets for hackers.
Using an off-line computer to generate a wallet using Electrum is a significantly more secure method.
Only download Electrum from this source: https://electrum.org/#download
The official github repository is here: https://github.com/spesmilo/
Be very careful when using github, as there have been fake versions, and fake update notifications that send you to a different github repository.