I think you mean you have a TV connected to a Roku player?? (Kind of guessing since nothing is really spelled out.) As such, the Roku might be asleep, unplugged, or the TV might be set to the wrong input, because some TVs do display a blue screen when they receive no signal.
For the possibility of a Roku being asleep, try pressing the home button on the Roku remote.
Banned but back. Because why not?