I did notice some classes are highlighted in blue in my project structure. What is the reason?
To expand on tyczj's answer, if version control is being used on the project then file names may be highlighted in different colours in the file explorer, editor tabs and active changes tab:
So in your example you have two modified files that already exist in version control.
As Zoe points out, this reflects the default colour scheme in Android Studio and IntelliJ. These colours may be modified via Settings -> Editor -> Color scheme -> VCS
Highlighted color is for Version Control.
If you create new file and do not commit it to GIT it's Highlighted with RED color
If you change in a file that already committed, it's highlighted with BLUE color.