Why smoke of cigarette has blue appearance?

This is because of Tyndall effect. According to this effect when the light passes through medium containing small particles, it scatters, if the diameter of those particles is less than 25 nano meter the scattered light appears blue. This is the case of tobacco smoke of the cigarette.

Why coffee cools when you blow on it?

When you blow on your cup of coffee evaporation takes place. In the evaporation the water molecules leaves the water surface and comes in the air. In this process the escaping water molecule has to overcome the force of attraction applied by the other water molecules of the surface. As we know that the force of attraction between the molecules is of electrostatic type. So escaping molecule must have enough kinetic energy to overcome the potential energy of this force of attraction. Since leaving molecules possess more energy than the ordinary ones. The left ones are of less energy than the average. Hence the random motion of molecules decreases. As you may know higher the random motion of molecules higher the temperature of the substance . So temperature of liquid decreases.

Why high tension electricity lines sounds like sunnnn...... sunnnnn?

This is because when the voltage of A.C. are at its maximum value the electric break down of air occurs. And at the just next moment voltage is at its zero, so break down  is checked. This continuous process results this peculiar sound.