I've seen the bright blue dot many times since I was a child. There was an article about it in a science magazine once explaining it. It's completely harmless and totally normal phenomenon. I don't remember the exact explanation anymore, but it had something to do with how the light-sensing cells of retina and optic nerve work. Something caused retina cells in a certain spot to work differently for a moment - hence the spot remains in the same location in your vision.
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