I have never come across this till recently but I now know how to fix the Lumia Windows Phone Blue Screen of Sadness (Blue Screen Of Death). Maybe you have seen this, you try to start-up your Lumia Windows Phone and receive a screen with a sad face on it. Either the screen is black with a blue sad face or the screen is blue with a white sad face like below.
I only have fixed this on a Nokia Lumia 521 however the process should be the same for all Nokia Windows Phones. This will not work for Windows Phones made by other manufacturers. To fix the issue you will need to download the Windows Device Recovery Tool. Once you have downloaded that install it and run it. If the app asks to update you will want to do it as it will support more devices and have bug fixes. Once it has started you will want to click on My Phone Does Not Start Up Or Respond.
Then a screen will show up prompting you to plug-in your phone into the computer. You will want to do so and if the software does not automatically start your phone you can hold down the Power and Volume Down buttons (at the same time) till the phone vibrates and then release them. This will reinstall Windows Phone on your device and it will delete any and all data on your phone. It will take a while to download the firmware but getting your phone working again is worth it.
This resets my Nokia Lumia 521 back to Windows Phone 8.0 and I am now using the Preview for Developers to update it back to Windows Phone 8.1 for testing purposes. I was able to fix the Lumia Windows Phone blue screen of sadness (Sad Face, Blue Screen of Death) but as always your results may differ. I also want to state that I am not responsible if you brick your phone trying this. This is not supported officially. Good Luck.