Lately, there has been engine oil burnt smoke (blue) coming out from my exhaust.

What happens is when the car is cold, i would turn it on and start driving it.
Once the car gets hot enough (a little above one bar on the temperture gauge), i can see engine oil burning smoke coming out of my exhaust, i can only see if i am stuck at a red light or has stopped.

That's the only time it will happen, and it only happens once after i start the car. Once the engine warms up, the car won't do that anymore.

Anyone know what's going on?

 

Thats not so good, my guess is that you have blown a piston ring on one of the four cylinders. If its a STI, its most likly the middle ring on the number 2 cylinder - this is the ring that I have heard of poping more than others.

The good news is that I could be wrong. If you are gettting oil blow by in your turbo you could be pushing oil into your intake manifold, burning it and puffing smoke. My recomendation is to go to a reputable mechanic and get a cylinder presssure test. This will give you an idea of your engine integrity.

If you are running a totaly stock car and you are still in your warrenty period, I would take it back to the dealer and have them look into it.