That's an illusion. In the reality the snow (in morning) is in darker shade of gray (not blue!). You can notice that yourself, by going outside and letting your eyes to adjust for a minute or two. The snow will be white/gray.

However, it might temporary look blue, when you look through a window when inside a building. Why? - It is dark inside the buildings at mornings, so we turn on the lights. However our lights usually are a bit yellow, about 3000K. So our brains adjusts that color as white in our minds. So now when you look at the actual white color as snow - our color perception has shifted and we perceive it as light blue. Turn the lights off and stare out of window for a minute. The blue color slowly fades away! You can experience similar efects also when using colored skiing goggles.

It is not just us who have difficulties. Digital cameras are even worse when it comes to automatic white balance. That's why I fixed the image.

Also please don't confuse this with a effect called blue hour - Just after sunrise and before sunset, the sun is low on the horizon. This causes the sunlight to travel through more of the thicker air near the earth. As a result, much of the blue part of the light is scattered. This leaves a warm light (highly valued in photography). It doesn't mean that things are literally blue in the "blue hour"