Exhaust pipes will turn blue from the left over residue caused by burnt oil. When oil leaks into the combustion chamber, it will burn. This will cause the exhaust to expel blue smoke, which can leave blue residue on the tips of the muffler pipes.
Oil burning issues arise when seals and gaskets dry out, resulting in the lubricant seeping into the combustion chamber. While the oil is being burned, the engine will have additional issues, such as misfires and damaged spark plugs.
If the blue smoke only occurs during start up, the piston rings could be worn. Repairing worn piston rings requires a complete engine rebuild.