As the others have said it's the white balance, I bet that when you take a picture inside a building that has the old style filament light bulbs, the ones that get real hot, the pictures come out just fine.
The old style light bulbs have a filament in them that is made out of the metal tungsten. Electricity courses through this element and it glows, giving off light. This light has a yellow-orange color to it, you may not be able to see this color, as our eyes tend to make things white, but cameras can see this color.
Now the camera can correct for this yellow-orange color by putting a little bit of blue on the pictures. The blue light neutralizes this yellow-orange light. This is why your pictures are blue. It's because the camera thinks it is taking pictures in a room with tungsten light bulbs, but your not.
Your camera is set for tungsten light, you need to find the adjustment on the camera that changes the white balance and change its setting based on what kind of light your shooting in. Outdoors will probably have a sun type of icon. Inside tungsten light will probably have a light bulb icon, shooting in cloudy weather will have clouds, and flouresent bulbs will have some kind of icon too. There are others too.
Remember to change the white balance every time you change from one light source to another. There are other things you can do too, but it's all advanced stuff, you'll learn as you get better.