I'm going to respectfully disagree w/ the cold set method of setting tires.
All tires, regardless of what the vendor is telling you, should be hot set. Preferably hot off the track. But a base line can be done hot off the warmers. This is because tracks vary in temperature, materials, friction...the air temp varies depending on time of year, and all tires are designed to work within a range. A core temperature and a pressure. Hot off the track will give you the best indication of how the tires are heating and pressurizing on that particular day.
I don't run pirellis anymore...so I can't really tell you what you should be looking at, but I would talk to a CR or a resident fast guy who does run them and ask him.
Also, my most important piece of advice...is keep a journal. Take notes. What is the bike doing when. Whats the tire pressure when its doing "x"? hows it feel at the entry, middle and exit of turns.
To asnwer the orgianal post, tire blueing is normal. Its an indication that the oils that keep the tire soft are leaching out. After it happens, realize that the tire won't be as soft the next time. If you're a noob, it shouldn't matter too much. Hell, Matt H, a fast CR w/ nesba and member here, has a story about how he ran a set of DC3's down to the cords over the course of 50+ sessions.