There is a phase of Kundalini unfolding where a blue fog is perceived, sometimes so intense as to block out other visions. The fog appears after the third eye opens, and is part of the opening of the throat chakra.
The fog is Shakti, the energy of consciousness that is part of all things. It will be seen more strongly when Kundalini is active, or in a spiritual environment. It is a benign symptom. Enjoy it, but pay little attention to it.