Blue quests, basically any quest giver you see that has a blue icon over their head instead of a yellowish one. The icon should have a plus in it as well. That means it's a quest that unlocks something.

And yes, whenever you reach one of those blue crystals, your first step should be to interact with the crystal and attune it. When you do, you can warp to it at any time you want (for a fee). In major cities, there are smaller blue crystals you can also attune, they let you warp to any small crystal in the city from another crystal in the city (including the big one).