Earlier quoted context omitted.
I actually feel that the response here is a great one: "I feel like you should be able (forced even!) to cite things that aren't journal articles- even blog posts- if they contributed to your body of work. But citing things that aren't prestigious reduces the perceived prestige of your own, which is a perverse incentive not to cite." EDIT: I can't seem to figure out how to link to specific tweets, so this is the guy…
Is that actually true? I have no experience in grad level math but in my field (security) people frequently cite all sorts of non academic content. I've personally done it a lot of times and never heard anything about it from reviewers.
This only really matters on the receiving end of the citation. I.e., if lots of people are citing your blog or forum post, then it can be a good idea to take your content and put it in arxiv or similar. Just so that the citations "count" for you in the academic setting.
And similarly, it's a bit rude (or at least odd) to cite someone's blog post when there's an accompanying published paper that describes the same work.
But citing informal sources where no formal source exists is not (and afaik never has been) a problem.