Photograph a scene where bright sunlight shines on a snowy landscape and you'll get brilliant hues that register across the entire color spectrum, from deep blues, yellows and reds to the whitest whites. Shoot that same scene under a cloudy sky and the colors become drab and muted.
You'll also notice the shift when you gaze across large bodies of water, since different skies make them either amazingly blue or dark and foreboding.
The snow-covered stump on this page, for example, was photographed on a brilliantly sunny day without a single cloud in the sky. So why the bluish cast?
Even though it was sunny, the stump rested in the shade. With no direct sunlight, the scene was lit solely by the blue sky, essentially a blue light that casts its hue across the entire landscape.
The effect is harder to identify in snowy scenes than with lakes, at least with the naked eye. That's because our eyes constantly compensate for different light sources—discarding the green appearance of fluorescent lighting, for instance. This essentially makes the bluish cast appear to be minimal—until your camera records it perfectly as-is.
If it's the look you want, don't change a thing. But if you want a true white in your snowy pictures, try tweaking your camera's white balance. This adjustment—common even among point-and-shoot cameras—will discard the blue hue and give you what you want.
Some cameras execute it more effectively than others, so do some experimenting. Or let the blues sing.