http://en.wikipedia.org/wiki/Koopa_Troopa#Koopa_Troopa

Blue Shells are blue Koopa Troopa shells that first appeared in Super Mario World. This was one of the only games where they were actually worn by Koopa Troopas. The Koopa Troopas wearing Blue Shells were smarter than Koopa Troopas wearing Red Shells. They were also a lot more intelligent than normal green-shelled Koopa Troopas. They simply turn around when reaching a ledge. They also walked faster, and they were the only ones who could kick their own shells. They are a rare type of shell, rarer than Red Shells.

Like other Koopa Troopa shells, the Blue Shell will be launched when the Koopa Troopa wearing it is jumped on. It can also be held and thrown. There are also flying Red Shells which appear in Super Mario RPG: Legend of the Seven Stars. They are not to be confused with Parabuzzy or Buzzy shells, which are darker and more spherical. During the events of Super Mario World, Blue Shells, when eaten, give Yoshi wings that allow it to fly until it swallows the shell or spits it back out, in which case the Blue Shell will behave like any other shell, flying out at high speed and knocking over all enemies in its way.

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Now I feel like playing MARIO !
^.^