The blue light blinking continuously and slowly implies that it is connected to the power supply. The steps shown in the app are to be followed after. The next step would be connecting the module to it’s own hotspot/wifi (considering that its the first time you’re setting up your module). This will result in rapidly blinking blue light. The next step to be followed is connecting it to your preferential wifi. Please do make sure your mobile data is off during this process. Your suitable wifi network should be chosen and connected to along with the appropriate password. This would result in a stable blue light and stable green light.