It really just depends on how deep the blue stained, if it's just on the surface of the finish then the earlier suggestions should all be about as effective as any other, if however none of them get it out it's because it has actually seeped all the way down into the wood, once a dye of any sort has gotten into the wood you pretty well have to sand it and refinish it, which I would have a professional do, if it's only barely into the would you can try a little oxyclean or bleach really diluted with water to lift out the color but you have to be careful to only leave it on for a minute so that you don't damage the wood any further. Then you need to refinish it.
Just chalk it up to a good lesson learned, I've had similar experiences that reminded me that I can't assume anything was left unharmed when my nearly two year old son is concerned.
Good luck, hoping it will come out on the first try.