That is kind of weird. I've seen alot of different coloured skin on kitties, must admit I've never seen one with blue skin... maybe she is just special
A sphynx will show you the skin colors - white fur usually means pink skin. Black fur would be more of a dark blue/black skin color and blue fur would be blue skin. I think a calico sphynx would show the "patches" of black skin and darker pink for the red fur.