This is similar to the blue state obtained by running with Speed Booster, except that a blue suit continues even after Samus stops moving.
A blue suit is obtained by interrupting a shinespark or shinespark wind-up,
for example using a Crystal Flash or R-Mode forced standup, or by killing Draygon or being drained by the Baby Metroid.
Actions that cause Samus to lose a blue suit include dashing, shinesparking, or falling into sand (though walking across sand is fine).
See also: Tech Page