Strange version of sleep mode?

I close my laptop without logging out, and the laptop always goes to sleep. The light will slowly pulsate. When I opened the screen, though, the computer was unresponsive, the screen dark, and no light was on in the front.

My battery recently expanded, so I don't have a battery; I'm not sure if a battery plays a role in storing memory or something.

I pushed the power button and the screen turned start-up blue—but there was no chime—and then my desktop appeared with what looked like a light blue, slightly transparent layer over it. A progress bar appeared, and the computer seemed to be waking itself up from a deeper sleep than normal.

Everything's fine.

But what on earth did I just witness? Can I shut my laptop screen again in the future, or is my computer telling me it would rather be shut down completely? Again, I'm running off wall power, no battery installed.