The blue effect is an unwanted magic effect still attached to the player. If you were on a PC there are console commands you can use to remove it but since you're on Xbox probably loading an earlier save is your only fix.

Sometimes you can get rid of unwanted spell auras by using a spell with a similar effect aura and just letting it time out. If the new spell has the same art file effect (color & hand cast animation), then when the new spell wears off it'll take the lingering one with it and you're back to normal. Also casting invisibility can sometimes jar these lingering effects loose.

Think of load orders as a sequence of edits to the book of Skyrim, going from top of the list to bottom in order. One makes it's changes, then the next one down has it's turn.. all the way to the bottom. Try to keep the larger mods that change a lot of things (like open cities, immersive citizens, wet and cold, AFT) near the top right under the Unofficial SE patch. Move all the smaller mods that only change or add a few things down near the bottom (like eyes, hair, armors, simple follower add mods, etc..). The reason is that the smaller mods that load last (and overwrite) change fewer things, and so have less of a chance of overwriting changes made by bigger mods higher up in the list.

Go to the Temple of Kynareth in Whiterun. Inside is a shrine specifically placed there by the Unofficial Patch to help remove unwanted effects that have stuck to your character.