The "blue thing" is Bonnie or Toy Bonnie. 

In the 2nd game, Bonnie is known as [Withered Bonnie][1].

[![Withered Bonnie in the office, about to jumpscare the player.][2]][3]


  [1]: https://triple-a-fazbear.fandom.com/wiki/Withered_Bonnie
  [2]: https://i.sstatic.net/TMwjQ3LJ.png
  [3]: https://steamcommunity.com/sharedfiles/filedetails/?id=678609452