First off what color is it? White=coolant, Blue=oil, Black=rich. Blue smoke can sometimes be hard to identify as blue. It could be any number of things from your turbo to a BHG. It just depends the fact that it is happening on start up usually means valve stem seals, also this could mean rings because the engine is still cold. Usually when a turbo is smokes is when it is spooling which can also be hard to identify because you are moving quicker than at start up. Does it do it every time you start the car or is it just in the morning? What about when you start it about an hour after running it last?