I had a little bit of blue snot in my nose. Is this something to be worried about?

Blue Snot?? I have never heard of blue snot unless there is a foreign substance. See your doctor.
??? Did you eat or drink something with blue dye? Maybe some got snorted up from the throat. There are bacteria thay can look blue, but have never heard of them appearing in snot in that fashion. See if it happens again.