No, he's not in blue. In fact he shed like 2 days before I fed him. Now that I think about it that shed wasn't the best. It just kind of exploded off him.
I am thinking that 1) it's dehydration or 2) it's mites. Looks like I am going to have to take a trip to the pet store. I'll get some mite off or something and spray the cage down just in case it is mites.