(Photo found here)
That weird blue thing is a pyrosome. Pyrosomes, genus Pyrosoma, are free-floating colonial tunicates (marine filter-feeders, see this post) that live usually in the upper layers of the open ocean in warm seas, although some may be found at greater depths. Pyrosomes are cylindrical or conical shaped colonies made up of hundreds to thousands of individuals, known as zooids. Colonies range in size from less than one centimeter to several meters in length. The individuals that make up this giant, floating, colonial tunicate are only about 1 in (2 cm) long, but the giant pyrosome colony, which resembles a gigantic hollow tube, can be large enough for a person to fit inside. Each individual lies embedded in the wall of the tube, with one end drawing in nutrient-laden water from outside and the other end expelling water and waste inside. The expelled water is used to propel the giant pyrosome colony as a whole. A wave of bioluminescent light travels along the community if it is touched.