You're not thinking of this are you? The people aren't blue, but one of
the characters is called the Blue Adept.
"Apprentice Adept is a
heptalogy of fantasy and science fiction novels written by English
American author Piers Anthony. The series takes place on Phaze and
Proton, two worlds occupying the same space in two different dimensional
planes. Phaze is a lush planet of magic, where Proton is a barren mining
planet of science. As the series opens, each person born on Phaze and
Proton has an alternate self living on the other world. But if a person
on either world lacks a duplicate (for instance if a Proton citizen
immigrated there from another planet, or a counterpart from the opposite
frame died), he can cross to the other through an energy "curtain" that
circumscribes each frame.
The first three books in the series follow
Proton serf Stile as he enters Phaze and becomes an important political
force there. The next three concern the adventures of Mach (Citizen
Blue's son), Bane (Stile's son), and Bane's companions. Finally, volume
7, Phaze Doubt follows Bane's and Mach's nine-year-old children, Flach
and Nepe, among others."