It turned blue, is something wrong with it?
BSOD is the kernel response to an unsolvable particular situation. If you see it, it means that something has happened and it is definitely wrong.
The kernel environment imposes many restrictions on the programmer's free hand: you consider IRQL, sync access to shared variables, and you do not stay too long in ISR, you should verify any data from the userland… Breaking at least one of the rules, you will receive a bunch of phrases in a standard VGA video with the poor palette.
In fact, this makes sense. If in the user mode the application simply closes without even removing a trail after itself (that the kernel will do that), so it will not break the integrity of the entire system.