There are a few ways to go about this and you will have to experiment to see what provides the best solution:
Select > Color Range: Use the eyedropper and select white. Then adjust the fuzziness to include only the white and nothing else. This may or may not work depending on how well it reads the colors. Once that is done it will select everything BUT the white. You can hit CTRL (or CMD) - Shift - I to invert the selection.
Try that magic wand as mentioned here, this may or may not work well, I have not always had good luck with this tool.
This is a bit tedious but may provide the best results. Manually select the white and cut it out by hand. To do this go into Quick Mask Mode (This is the icon at the very bottom of the tools menu - see image below) then using a paintbrush paint the areas you want to select then once finished click the quick mask mode again and you have a selection made. Remember Black Paints and White Erases. Red by default will appear for what you are painting. Note: Red is what is NOT selected. You can always do as above and Invert your selection if needed. - Use a soft brush or adjust the selection with feather to fade the parts where white fades to color.
I was looking through adjustment layers and came across selective color Images > Adjustments > Selective Color
There was white as an options. I have not tried this adjustment layer but may be worth trying out.
Once Your selection is made (I would make it a new layer) you can attempt to colorize just that layer to the same blue or replace the layer with the blue color. There are a variety of was to do this depending on how you want this to look.
Check out a couple of these tutorials - not sure how much they will help but you might learn something:
The Secrets of Color Range Revealed!
Masking Workflow Techniques
Some of the tutorials found here may be useful you can look and decide.